Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

Darboux Transformation in Quantum Black-Scholes Hamiltonian and Supersymmetry (Articles)

Jafar Sadeghi, Mohammad Rostami, Ahmad Pourdarvish, Behnam Pourhassan

Open Journal of Microphysics Vol.3 No.2, May 24, 2013

DOI: 10.4236/ojm.2013.32008 3,766 Downloads 7,219 Views Citations
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C, October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,689 Downloads 4,911 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3, March 16, 2017

DOI: 10.4236/tel.2017.73024 1,675 Downloads 3,545 Views Citations
A Local Meshless Method for Two Classes of Parabolic Inverse Problems (Articles)

Wei Liu, Baiyu Wang

Journal of Applied Mathematics and Physics Vol.6 No.5, May 17, 2018

DOI: 10.4236/jamp.2018.65083 734 Downloads 1,657 Views Citations
Boundary Eigenvalue Problem for Maxwell Equations in a Nonlinear Dielectric Layer (Articles)

Yury G. Smirnov, Dmitry V. Valovik

Applied Mathematics Vol.1 No.1, June 2, 2010

DOI: 10.4236/am.2010.11005 5,819 Downloads 10,557 Views Citations
On the Exponential Decay of Solutions for Some Kirchhoff-Type Modelling Equations with Strong Dissipation (Articles)

Yaojun Ye

Applied Mathematics Vol.1 No.6, December 27, 2010

DOI: 10.4236/am.2010.16070 6,163 Downloads 11,726 Views Citations
Existence and Uniqueness of Solution for a Fractional Order Integro-Differential Equation with Non-Local and Global Boundary Conditions (Articles)

Mehran Fatemi, Nihan Aliev, Sedaghat Shahmorad

Applied Mathematics Vol.2 No.10, October 14, 2011

DOI: 10.4236/am.2011.210179 5,787 Downloads 11,409 Views Citations
The Bezier Control Points Method for Solving Delay Differential Equation (Articles)

Fateme Ghomanjani, Mohammad Hadi Farahi

Intelligent Control and Automation Vol.3 No.2, May 23, 2012

DOI: 10.4236/ica.2012.32021 6,431 Downloads 9,810 Views Citations
Air Pollution Steady-State Advection-Diffusion Equation: The General Three-Dimensional Solution (Articles)

Daniela Buske, Marco Túllio Vilhena, Tiziano Tirabassi, Bardo Bodmann

Journal of Environmental Protection Vol.3 No.9A, September 27, 2012

DOI: 10.4236/jep.2012.329131 9,199 Downloads 15,304 Views Citations
This article belongs to the Special Issue on Air Pollution
Frequency-domain Elastic wave Simulation Based on the Nonoverlapping Domain Decomposition Method (Articles)

Wensheng Zhang, Yinyun Dai

American Journal of Computational Mathematics Vol.3 No.3B, October 25, 2013

DOI: 10.4236/ajcm.2013.33B004 5,080 Downloads 7,772 Views Citations
Entrance Region Flow of Herschel-Bulkley Fluid in an Annular Cylinder (Articles)

Rekha G. Pai, A. Kandasamy

Applied Mathematics Vol.5 No.13, July 14, 2014

DOI: 10.4236/am.2014.513189 4,411 Downloads 6,166 Views Citations
Some Methods of Solution of Problems of Sound Diffraction on Bodies of Non-Analytical Form (Articles)

A. A. Kleshchev

Open Journal of Acoustics Vol.6 No.4, December 15, 2016

DOI: 10.4236/oja.2016.64005 1,490 Downloads 2,931 Views Citations
Sign-Changing Solutions for Discrete Dirichlet Boundary Value Problem (Articles)

Yuhua Long, Baoling Zeng

Journal of Applied Mathematics and Physics Vol.5 No.11, November 23, 2017

DOI: 10.4236/jamp.2017.511182 813 Downloads 1,807 Views Citations
This article belongs to the Special Issue on Variational method and Its Application
Numerical Method for Solving Electromagnetic Scattering Problem by Many Small Impedance Bodies (Articles)

Nhan T. Tran

American Journal of Computational Mathematics Vol.7 No.4, December 14, 2017

DOI: 10.4236/ajcm.2017.74031 866 Downloads 1,876 Views Citations
On the Solvability of the Boundary-Value Problem for the First Order Operator-Differential Equations with Multiple Characteristics (Articles)

Mohamed A. Labeeb, Ahmed L. Elbably, Abdel Baset I. Ahmed

Open Access Library Journal Vol.4 No.12, December 19, 2017

DOI: 10.4236/oalib.1104155 786 Downloads 1,797 Views Citations
Solution of the Third Kind Boundary Value Problem of Laplace’s Equation Based on Conformal Mapping (Articles)

Fuqian Wang

Journal of Applied Mathematics and Physics Vol.7 No.3, March 14, 2019

DOI: 10.4236/jamp.2019.73039 1,178 Downloads 2,826 Views Citations
Existence of Solutions for Boundary Value Problems of Vibration Equation with Fractional Derivative (Articles)

Nan Yao, Zeyu Luo

Journal of Applied Mathematics and Physics Vol.7 No.5, May 23, 2019

DOI: 10.4236/jamp.2019.75072 604 Downloads 1,575 Views Citations
Markov Chain Monte Carlo Solution of Laplace’s Equation in Axisymmetric Homogeneous Domain (Articles)

Adebowale E. Shadare, Matthew N. O. Sadiku, Sarhan M. Musa

Open Journal of Modelling and Simulation Vol.7 No.4, October 25, 2019

DOI: 10.4236/ojmsi.2019.74012 1,035 Downloads 2,237 Views Citations
Local Existence and Uniqueness Theorem for a Nonlinear Schrödinger Equation with Robin Inhomogeneous Boundary Condition (Articles)

Charles Bu

Journal of Applied Mathematics and Physics Vol.8 No.3, March 10, 2020

DOI: 10.4236/jamp.2020.83036 695 Downloads 1,793 Views Citations
A Dirichlet Inhomogenous Boundary Value Problem for 1D Nonlinear Schrödinger Equation (Articles)

Charles Bu

Journal of Applied Mathematics and Physics Vol.10 No.3, March 8, 2022

DOI: 10.4236/jamp.2022.103047 268 Downloads 1,104 Views Citations

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