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]
@article{MarcozziCC01,
title = {On the use of boundary conditions for variational formulations arising in financial mathematics},
author = {Michael D. Marcozzi and Seungmook Choi and C. S. Chen},
year = {2001},
doi = {10.1016/S0096-3003(00)00087-4},
url = {http://dx.doi.org/10.1016/S0096-3003(00)00087-4},
researchr = {https://researchr.org/publication/MarcozziCC01},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {124},
number = {2},
pages = {197-214},
}