Abstract: Understanding the electromagnetic interactions between broadband signals and the environment is important, especially in the area of aerospace design. In this area the accurate modelling of ...
ABSTRACT: This paper presents a comprehensive numerical study of the two-dimensional time-dependent heat conduction equation using the Forward Time Centered Space (FTCS) finite difference scheme. The ...
The initial-boundary value problem for a linear parabolic equation with the Dirichlet boundary condition is solved approximately by applying the finite element discretization in the space dimension ...
We develop here a finite-difference approach for valuing a discretely sampled variance swap within an extended Black–Scholes framework. This approach incorporates the observed volatility skew and is ...
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