This is a preview. Log in through your library . Abstract A correction for truncation errors associated with implicit finite difference method (FDM) of the groundwater transport equation with reaction ...
SIAM Journal on Numerical Analysis, Vol. 54, No. 2 (2016), pp. 606-624 (19 pages) In this paper, we consider an inverse problem for identifying the fractional derivative indices in a two-dimensional ...
A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...
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