Result 1 to 20 of 90 total
Valuation of European continuous-installment options. (English)
Comput. Math. Appl. 62, No. 6, 2518-2534 (2011).
1
Optimal shape design subject to elliptic variational inequalities. (English)
SIAM J. Control Optim. 49, No. 3, 1015-1047 (2011).
2
Error bounds for nonlinear complementarity problems with band structure. (English)
J. Optim. Theory Appl. 150, No. 1, 33-51 (2011).
3
A survey on American options: old approaches and new trends. (English)
Bull. Korean Math. Soc. 48, No. 4, 791-812 (2011).
4
Simultaneous determination of unknown coefficients through a phase-change process with temperature-dependent thermal conductivity. (English)
JP J. Heat Mass Transf. 5, No. 1, 11-39 (2011).
5
A level set based shape optimization method for an elliptic obstacle problem. (English)
Math. Models Methods Appl. Sci. 21, No. 4, 619-649 (2011).
6
The position of the joint of shape memory alloy and bias springs. (English)
Discrete Contin. Dyn. Syst., Ser. S 4, No. 2, 239-246 (2011).
7
An inverse problem in American options as a mathematical program with equilibrium constraints: C-stationarity and an active-set-Newton solver. (English)
SIAM J. Control Optim. 48, No. 7, 4419-4452 (2010).
8
A free boundary problem modeling thrombus growth. Model development and numerical simulation using the level set method. (English)
J. Math. Biol. 61, No. 6, 805-818 (2010).
9
Steady filtration problems with seawater intrusion: macro-hybrid primal mixed variational analysis. (English)
Appl. Anal. 88, No. 6, 921-936 (2009).
10
Numerical approximation of a free boundary problem for a predator-prey model. (English)
Margenov, Svetozar (ed.) et al., Numerical analysis and its applications. 4th international conference, NAA 2008, Lozenetz, Bulgaria, June 16‒20, 2008. Revised selected papers. Berlin: Springer (ISBN 978-3-642-00463-6/pbk). Lecture Notes in Computer Science 5434, 548-555 (2009).
11
Numerical solution for an inverse MRI problem using a regularised boundary element method. (English)
Eng. Anal. Bound. Elem. 32, No. 8, 658-675 (2008).
12
Boundary element method for an inverse problem in magnetic resonance imaging gradient coils. (English)
CMES, Comput. Model. Eng. Sci. 23, No. 3, 149-173 (2008).
13
Error bounds for complementarity problems with tridiagonal nonlinear functions. (English)
Computing 83, No. 4, 175-192 (2008).
14
A front-fixing finite element method for the valuation of American options. (English)
SIAM J. Sci. Comput. 30, No. 4, 158-2180 (2008).
15
A Newton method for Bernoulli’s free boundary problem in three dimensions. (English)
Computing 82, No. 1, 11-30 (2008).
16
A convergence of the approximated free boundary of regularized functionals via $\varGamma $-convergence. (English)
J. Comput. Appl. Math. 218, No. 2, 473-481 (2008).
17
Monotone convergence of finite element approximations of obstacle problems. (English)
Appl. Math. Lett. 20, No. 4, 445-449 (2007).
18
The solution of a free boundary problem related to environmental management systems. (English)
Stochastic Anal. Appl. 25, No. 6, 1189-1202 (2007).
19
Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. (English)
SIAM J. Control Optim. 45, No. 6, 2169-2206 (2007).
20
Result 1 to 20 of 90 total
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