On the use of boundary conditions for variational formulations arising in financial mathematics

Michael D. Marcozzi, Seungmook Choi, C. S. Chen. On the use of boundary conditions for variational formulations arising in financial mathematics. Applied Mathematics and Computation, 124(2):197-214, 2001. [doi]

Authors

Michael D. Marcozzi

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Seungmook Choi

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C. S. Chen

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