Partial Differential Equations (PDEs) are mathematical equations that involve unknown multivariate functions and their partial derivatives. They are the cornerstone of modelling a vast array of ...
SIAM Journal on Numerical Analysis, Vol. 5, No. 3 (Sep., 1968), pp. 530-558 (29 pages) A new iterative method has been developed for solving the large sets of algebraic equations that arise in the ...
In this paper, we consider the numerical valuation of swing options in electricity markets based on a two-factor model. These kinds of contracts are modeled as path dependent options with multiple ...
This is a preview. Log in through your library . Abstract This paper analyzes a noncooperative and symmetric dynamic game where players have free access to a productive asset whose evolution is a ...
This course is available on the BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course ...
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