An inverse problem for a parabolic variational inequality arising in volatility calibration with American options
Y Achdou - SIAM journal on control and optimization, 2005 - SIAM
In finance, the price of an American option is obtained from the price of the underlying asset
by solving a parabolic variational inequality. The free boundary associated with this …
by solving a parabolic variational inequality. The free boundary associated with this …
Probing electronic and vibrational properties at the electrochemical interface using SFG spectroscopy: Methanol electro-oxidation on Pt (1 1 0)
F Vidal, B Busson, A Tadjeddine - Chemical physics letters, 2005 - Elsevier
We report the study of methanol electro-oxidation on Pt (110) using infrared–visible sum-
frequency generation (SFG) vibrational spectroscopy. The use of this technique enables to …
frequency generation (SFG) vibrational spectroscopy. The use of this technique enables to …
On some abstract variable domain hyperbolic differential equations
ML Bernardi, G Bonfanti, F Luterotti - Annali di Matematica Pura ed …, 1998 - Springer
The Cauchy problem is studied for a class of linear abstract differential equations of
hyperbolic type with variable domain. Existence and uniqueness results are proved for …
hyperbolic type with variable domain. Existence and uniqueness results are proved for …
Sur une classe d'équations à double non linéarité: application à la simulation numérique d'un écoulement visqueux compressible
E Maitre - 1997 - theses.hal.science
L'origine de ce travail est l'étude d'un problème industriel sur la mise en forme des
thermoplastiques par injection. Nous nous sommes concentrés sur la partie remplissage du …
thermoplastiques par injection. Nous nous sommes concentrés sur la partie remplissage du …
[引用][C] On asymptotic behavior of solution for the Navier-Stokes equations in a time dependent domain
Y Teramoto - Mathematische Zeitschrift, 1984 - Springer
Let {Q (t); teR} be a family of bounded domains in R 3 with smooth boundary~? f2 (t) such
that Q=~ f2 (t) x {t} is a noncylindrical space-time domain with t~ R smooth boundary:~)~(2 (t) …
that Q=~ f2 (t) x {t} is a noncylindrical space-time domain with t~ R smooth boundary:~)~(2 (t) …