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

On the Coupled of NBEM and FEM for an Anisotropic Quasilinear Problem in Elongated Domains (Articles)

Baoqing Liu, Qikui Du

American Journal of Computational Mathematics Vol.2 No.2, June 22, 2012

DOI: 10.4236/ajcm.2012.22020 4,683 Downloads 8,667 Views Citations
Finite Elements Approaches in the Solution of Field Functions in Multidimensional Space: A Case of Boundary Value Problems (Articles)

Chukwutoo Christopher Ihueze, Okafor Emeka Christian, Edelugo Sylvester Onyemaechi

Journal of Minerals and Materials Characterization and Engineering Vol.9 No.10, October 20, 2010

DOI: 10.4236/jmmce.2010.910068 5,067 Downloads 6,498 Views Citations
Two-Dimensional Finite Element Method Analysis Effect of the Recombination Velocity at the Grain Boundaries on the Characteristics of a Polycrystalline Silicon Solar Cell (Articles)

Nzonzolo, Désiré Lilonga-Boyenga, Camille Nziengui Mabika, Grégoire Sissoko

Circuits and Systems Vol.7 No.13, November 18, 2016

DOI: 10.4236/cs.2016.713344 1,735 Downloads 3,241 Views Citations
Contact Pressure between the Outside Surface of the Sealer and Cylinder Wall (Articles)

Sc. D. Elkhan M. Abbasov, Kaklik O. Rustamova, Aynur O. Darishova

Journal of Applied Mathematics and Physics Vol.8 No.2, February 26, 2020

DOI: 10.4236/jamp.2020.82027 612 Downloads 1,550 Views Citations
Finite Volume Element Method for Solving the Elliptic Neumann Boundary Control Problems (Articles)

Quanxiang Wang

Applied Mathematics Vol.11 No.12, December 9, 2020

DOI: 10.4236/am.2020.1112085 626 Downloads 1,951 Views Citations
A New Algorithm Based on Differential Transform Method for Solving Partial Differential Equation System with Initial and Boundary Conditions (Articles)

Chenlu Huang, Jiwei Li, Fali Lin

Advances in Pure Mathematics Vol.10 No.5, May 25, 2020

DOI: 10.4236/apm.2020.105020 1,313 Downloads 4,686 Views Citations
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Open Journal of Statistics Vol.12 No.5, October 10, 2022

DOI: 10.4236/ojs.2022.125033 202 Downloads 967 Views Citations
This article belongs to the Special Issue on Applied Statistics
Thermal Bending of Circular Plates for Non-Axisymmetrical Problems (Articles)

Zhengzhu Dong, Weihong Peng, Jun Li, Fashan Li

World Journal of Mechanics Vol.1 No.2, April 20, 2011

DOI: 10.4236/wjm.2011.12006 6,124 Downloads 11,724 Views Citations
Numerical Solution of Singularly Perturbed Two-Point Boundary Value Problem via Liouville-Green Transform (Articles)

Hradyesh Kumar Mishra, Sonali Saini

American Journal of Computational Mathematics Vol.3 No.1, March 26, 2013

DOI: 10.4236/ajcm.2013.31001 6,411 Downloads 12,341 Views Citations
To Theory One Class Linear Model Noclassical Volterra Type Integral Equation with Left Boundary Singular Point (Articles)

Nusrat Rajabov

Applied Mathematics Vol.4 No.9, September 3, 2013

DOI: 10.4236/am.2013.49176 3,509 Downloads 5,227 Views Citations
Numerical Solution of MHD Boundary Layer Flow of Non-Newtonian Casson Fluid on a Moving Wedge with Heat and Mass Transfer and Induced Magnetic Field (Articles)

Nabil T. El-Dabe, Ahmed Y. Ghaly, Raafat R. Rizkallah, Karem M. Ewis, Ameen S. Al-Bareda

Journal of Applied Mathematics and Physics Vol.3 No.6, June 25, 2015

DOI: 10.4236/jamp.2015.36078 4,330 Downloads 6,662 Views Citations
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.1, February 21, 2023

DOI: 10.4236/jmf.2023.131006 632 Downloads 1,592 Views Citations
The Technique of the Immersed Boundary Method: Application to Solving Shape Optimization Problem (Articles)

Ling Rao, Hongquan Chen

Journal of Applied Mathematics and Physics Vol.5 No.2, February 15, 2017

DOI: 10.4236/jamp.2017.52030 1,487 Downloads 2,838 Views Citations
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11, October 28, 2014

DOI: 10.4236/jamp.2014.211114 4,004 Downloads 5,495 Views Citations
Symmetry and Monotonicity of Positive Solutions for a Class of Choquard Equation with Hardy Potential (Articles)

Ying Cai

Journal of Applied Mathematics and Physics Vol.13 No.3, March 25, 2025

DOI: 10.4236/jamp.2025.133046 89 Downloads 465 Views Citations
Quenching Rate for the Porous Medium Equation with a Singular Boundary Condition (Articles)

Zhengce Zhang, Yanyan Li

Applied Mathematics Vol.2 No.9, September 19, 2011

DOI: 10.4236/am.2011.29157 4,477 Downloads 8,174 Views Citations
Unsteady Boundary Layer Flow past a Stretching Plate and Heat Transfer with Variable Thermal Conductivity (Articles)

Mamta Misra, Naseem Ahmad, Zakawat Ullah Siddiqui

World Journal of Mechanics Vol.2 No.1, February 29, 2012

DOI: 10.4236/wjm.2012.21005 6,607 Downloads 12,178 Views Citations
Existence of Multiple Positive Solutions for n^th Order Two-Point Boundary Value Problems on Time Scales (Articles)

Kapula Rajendra Prasad, Penugurthi Murali, Nadakuduti V. V. S. Suryanarayana

Advances in Pure Mathematics Vol.3 No.1, January 29, 2013

DOI: 10.4236/apm.2013.31009 4,830 Downloads 7,694 Views Citations
An Evaluation for the Probability Density of the First Hitting Time (Articles)

Shih-Yu Shen, Yi-Long Hsiao

Applied Mathematics Vol.4 No.5, May 20, 2013

DOI: 10.4236/am.2013.45108 5,977 Downloads 8,785 Views Citations
Numerical Solution of Blasius Equation through Neural Networks Algorithm (Articles)

Iftikhar Ahmad, Muhammad Bilal

American Journal of Computational Mathematics Vol.4 No.3, June 24, 2014

DOI: 10.4236/ajcm.2014.43019 6,765 Downloads 10,333 Views Citations

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