Solving Free-boundary Problems with Applications in Finance

Author	: Kumar Muthuraman
Publisher	: Now Publishers Inc
Total Pages	: 94
Release	: 2008
ISBN-10	: 9781601981684
ISBN-13	: 1601981686
Rating	: 4/5 (84 Downloads)

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Book Synopsis Solving Free-boundary Problems with Applications in Finance by : Kumar Muthuraman

Download or read book Solving Free-boundary Problems with Applications in Finance written by Kumar Muthuraman and published by Now Publishers Inc. This book was released on 2008 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: Outlines and explains a recent computational method that solves free boundary problems by reducing them into a sequence of fixed boundary problems which are relatively easy to solve numerically.

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