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Pricing of American style options with an adjoint process correction method

✍ Scribed by Uwe Jaekel


Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
270 KB
Volume
352
Category
Article
ISSN
0378-4371

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An adjoint method for the inverse design
✍ George Z. Yang; Nicholas Zabaras 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 307 KB 👁 2 views

This paper presents a ÿnite element algorithm based on the adjoint method for the design of a certain class of solidiÿcation processes. In particular, the paper addresses the design of directional solidiÿcation processes for pure materials such that a desired freezing front heat ux and growth veloci