𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Constraining a numerical geodynamo model with 100 years of surface observations

✍ Scribed by Weijia Kuang; Andrew Tangborn; Zigang Wei; Terence Sabaka


Book ID
108747576
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
851 KB
Volume
179
Category
Article
ISSN
0956-540X

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This paper deals with the numerical analysis and computing of a nonlinear model of option pricing appearing in illiquid markets with observable parameters for derivatives. A consistent monotone finite difference scheme is proposed and a stability condition on the stepsize discretizations is given.