The American straddle close to expiry.
Alobaidi, Ghada, Mallier, Roland (2006)
Boundary Value Problems [electronic only]
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Alobaidi, Ghada, Mallier, Roland (2006)
Boundary Value Problems [electronic only]
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P. Šittner, P. R. China (1991)
Acta Universitatis Carolinae. Mathematica et Physica
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Dosiyev, A.A., Buranay, S.Cival, Subasi, D. (2010)
Boundary Value Problems [electronic only]
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Vasil'eva, Adelaida B., Kalachev, Leonid V. (2006)
Abstract and Applied Analysis
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Nadarajah, Saralees, Kotz, Samuel (2006)
Applied Mathematics E-Notes [electronic only]
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Dongho Chae, Gabriella Tarantello (2004)
Annales de l'I.H.P. Analyse non linéaire
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Csaba Gáspár (2013)
Open Mathematics
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The method of fundamental solutions and some versions applied to mixed boundary value problems are considered. Several strategies are outlined to avoid the problems due to the singularity of the fundamental solutions: the use of higher order fundamental solutions, and the use of nearly fundamental solutions and special fundamental solutions concentrated on lines instead of points. The errors of the approximations as well as the problem of ill-conditioned matrices are illustrated via...
Zhendong Gu, Daochun Sun (2012)
Mathematica Bohemica
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In the paper we obtain that, under some condition, the Rademacher-Dirichlet series or the Steinhaus-Dirichlet series on the whole plane and on the horizontal zone almost surely have the same growth.