Arithmologie. Problème sur la puissance des nombres
Le produit de quatre nombres entiers en progression arithmétique ne saurait être le bicarré d'un nombre rationnel
Finite volume methods for the valuation of American options
We consider the use of finite volume methods for the approximation of a parabolic variational inequality arising in financial mathematics. We show, under some regularity conditions, the convergence of the upwind implicit finite volume scheme to a weak solution of the variational inequality in a bounded domain. Some results, obtained in comparison with other methods on two dimensional cases, show that finite volume schemes can be accurate and efficient.
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