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HKUST Institutional Repository >
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Please use this identifier to cite or link to this item:
http://hdl.handle.net/1783.1/223
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| Title: | Numerical algorithms for free boundary value problems in finance |
| Authors: | Kwok, Yue Kuen |
| Keywords: | Free boundary value problems
Finance
Options
Front fixing transformation
Numerical algorithms |
| Issue Date: | 12-Aug-2003 |
| URI: | http://hdl.handle.net/1783.1/223 |
| Appears in Collections: | MATH Presentations
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Files in This Item:
| File |
Description |
Size | Format |
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| 6FrontFix.pdf | | 233Kb | Adobe PDF | View/Open |
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