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Numerical solution of an integral equation for perpetual Bermudan options

✍ Scribed by Alobaidi, Ghada; Mansi, Sattar; Mallier, Roland


Book ID
125887361
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
212 KB
Volume
91
Category
Article
ISSN
0020-7160

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πŸ“œ SIMILAR VOLUMES


Numerical solution of Laplace's equation
✍ G.R. Richter πŸ“‚ Article πŸ“… 1977 πŸ› Elsevier Science 🌐 English βš– 454 KB

A Fourier approximation method is developed for the simple layer potential reformulation of Laplace's equation. The efficacy of the method is demonstrated in computational examples, and also analyzed theoretically.