Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/69739| 題名: | An Asymptotic Solution for the Free Boundary Parabolic Equations | 作者: | 劉明郎 Liu, Ming Long Liu, Hsuan-Ku |
貢獻者: | 應數系 | 關鍵詞: | integral equation; asymptotic solution; free boundary problem; American exchange option | 日期: | 2012 | 上傳時間: | 10-九月-2014 | 摘要: | In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity. | 關聯: | International Science Index Vol.5, No.7 | 資料類型: | article |
| Appears in Collections: | 期刊論文 |
Show full item record
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.