𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Diffusion and the “fast-exchange” model

✍ Scribed by D.L Weaver

Publisher
Elsevier Science
Year
1980
Weight
207 KB
Volume
37
Category
Article
ISSN
0022-2364

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing American exchange options in a j
Pricing American exchange options in a jump-diffusion model
✍ Snorre Lindset 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 185 KB

## Abstract A way to estimate the value of an American exchange option when the underlying assets follow jump‐diffusion processes is presented. The estimate is based on combining a European exchange option and a Bermudan exchange option with two exercise dates by using Richardson extrapolation as p

A mathematical model for diffusion and e
A mathematical model for diffusion and exchange phenomena in ultra napkins
✍ Joachim Weickert 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 797 KB

## Abstract The performance of napkins is nowadays improved substantially by embedding granules of a superabsorbent into the cellulose matrix. In this paper a continuous model for the liquid transport in such an “ultra napkin” is proposed. Its mean feature is a non‐linear diffusion equation strongl