This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This ...
Discontinuous Galerkin (DG) methods represent a versatile and robust class of numerical schemes for approximating solutions to partial differential equations (PDEs). Combining elements of finite ...
This is a preview. Log in through your library . Abstract The maximum principle of Fichera for a single second order partial differential equation with nonnegative characteristic form is extended to ...
Finite element methods (FEM) constitute a foundational numerical approach for solving partial differential equations by discretising complex domains into smaller, manageable subdomains known as ...
Uniqueness in the Cauchy problem for hyperbolic operators degenerate at a point on the initial surface depends on values of the coefficients of the lower order terms ...
Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...
In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...
Accounting for default risk in the valuation of financial derivatives has become increasingly important, especially since the 2007–8 financial crisis. Under some assumptions, the valuation of ...
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