A number of finite element discretization techniques based on two (or more) subspaces for nonlinear elliptic partial differential equations (PDEs) is presented. Convergence estimates are derived to ...
SIAM Journal on Numerical Analysis Vol. 54, No. 4, 2016 A SPARSE GRID DISCRETIZATION OF THE HELMHOLTZ EQUATION WITH VARIABLE COEFFICIENTS IN HIGH DIMENSIONS This is the metadata section. Skip to ...
In this paper, we present a new and general approach to price derivatives based on the Black–Scholes partial differential equation (BS-PDE) in a multidimensional setting. The first ingredient in our ...
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