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Proximal Methods for Elliptic Optimal Control Problems with Sparsity Cost Functional
Andreas Schindele,
Alfio Borzì
Appl. Math.
Vol.7 No.9, May 30, 2016
DOI:
10.4236/am.2016.79086
(PDF 811K)
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Unconditionally Explicit Stable Difference Schemes for Solving Some Linear and Non-Linear Parabolic Differential Equation
Masaharu Nakashima
J. Appl. Math. Phys.
Vol.3 No.11, November 27, 2015
DOI:
10.4236/jamp.2015.311176
(PDF 397K)
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A Simple Method to Price Window Reset Options
Yi-Long Hsiao
J. Math. Finance
Vol.3 No.1, February 28, 2013
DOI:
10.4236/jmf.2013.31008
(PDF 462K)
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Closed-Form Approximate Solutions of Window Barrier Options with Term-Structure Volatility and Interest Rates Using the Boundary Integral Method
Yi-Long Hsiao
J. Math. Finance
Vol.2 No.4, November 21, 2012
DOI:
10.4236/jmf.2012.24032
(PDF 272K)
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Valuation of Credit Default Swap with Counterparty Default Risk by Structural Model
Jin Liang,
Peng Zhou,
Yujing Zhou,
Junmei Ma
Appl. Math.
Vol.2 No.1, January 30, 2011
DOI:
10.4236/am.2011.21012
(PDF 401K)
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