artificial boundary method
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Artificial Boundary Method for European Pricing Option Problem

East Asian Journal on Applied Mathematics ◽

10.4208/eajam.080320.270420 ◽

2020 ◽

Vol 10 (4) ◽

pp. 746-773

Author(s):

Hongshan Li & Zhongyi Huang

Keyword(s):

Artificial Boundary ◽

Boundary Method ◽

Artificial Boundary Method

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1D finite element artificial boundary method for transient response of ocean site under obliquely incident earthquake waves

Soil Dynamics and Earthquake Engineering ◽

10.1016/j.soildyn.2019.105787 ◽

2019 ◽

Vol 126 ◽

pp. 105787 ◽

Cited By ~ 2

Author(s):

Guoliang Zhang ◽

Mi Zhao ◽

Xiuli Du ◽

Xiaoling Zhang ◽

Piguang Wang

Keyword(s):

Finite Element ◽

Transient Response ◽

Artificial Boundary ◽

Obliquely Incident ◽

Boundary Method ◽

Artificial Boundary Method

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1D finite element artificial boundary method for layered half space site response from obliquely incident earthquake

Earthquakes and Structures ◽

10.12989/eas.2015.9.1.173 ◽

2015 ◽

Vol 9 (1) ◽

pp. 173-194 ◽

Cited By ~ 5

Author(s):

Mi Zhao ◽

Houquan Yin ◽

Xiuli Du ◽

Jingbo Liu ◽

Lingyu Liang

Keyword(s):

Finite Element ◽

Half Space ◽

Site Response ◽

Artificial Boundary ◽

Obliquely Incident ◽

Boundary Method ◽

Layered Half Space ◽

Artificial Boundary Method

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A survey on artificial boundary method

Science China Mathematics ◽

10.1007/s11425-013-4694-x ◽

2013 ◽

Vol 56 (12) ◽

pp. 2439-2488 ◽

Cited By ~ 9

Author(s):

HouDe Han ◽

XiaoNan Wu

Keyword(s):

Artificial Boundary ◽

Boundary Method ◽

Artificial Boundary Method

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Artificial Boundary Method

10.1007/978-3-642-35464-9 ◽

2013 ◽

Cited By ~ 16

Author(s):

Houde Han ◽

Xiaonan Wu

Keyword(s):

Artificial Boundary ◽

Boundary Method ◽

Artificial Boundary Method

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An artificial boundary method for the Hull–White model of American interest rate derivatives

Applied Mathematics and Computation ◽

10.1016/j.amc.2010.11.015 ◽

2011 ◽

Vol 217 (9) ◽

pp. 4627-4643 ◽

Cited By ~ 3

Author(s):

Hoi Ying Wong ◽

Jing Zhao

Keyword(s):

Interest Rate ◽

Artificial Boundary ◽

Interest Rate Derivatives ◽

Boundary Method ◽

American Interest ◽

Artificial Boundary Method

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Artificial boundary method for two-dimensional Burgers’ equation

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2007.11.047 ◽

2008 ◽

Vol 56 (1) ◽

pp. 242-256 ◽

Cited By ~ 16

Author(s):

Xiaonan Wu ◽

Jiwei Zhang

Keyword(s):

Burgers Equation ◽

Two Dimensional ◽

Artificial Boundary ◽

Boundary Method ◽

Artificial Boundary Method

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An Artificial Boundary Method for American Option Pricing under the CEV Model

SIAM Journal on Numerical Analysis ◽

10.1137/060671541 ◽

2008 ◽

Vol 46 (4) ◽

pp. 2183-2209 ◽

Cited By ~ 26

Author(s):

Hoi Ying Wong ◽

Jing Zhao

Keyword(s):

Option Pricing ◽

American Option ◽

American Option Pricing ◽

Artificial Boundary ◽

Cev Model ◽

Boundary Method ◽

Artificial Boundary Method

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The Artificial Boundary Method—Numerical Solutions of Partial Differential Equations on Unbounded Domains

Series in Contemporary Applied Mathematics - Frontiers and Prospects of Contemporary Applied Mathematics ◽

10.1142/9789812774194_0003 ◽

2006 ◽

pp. 33-58 ◽

Cited By ~ 2

Author(s):

Houde Han

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Numerical Solutions ◽

Unbounded Domains ◽

Artificial Boundary ◽

Partial Differential ◽

Boundary Method ◽

Artificial Boundary Method

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Strouhal-Reynolds number relationship for bluff-body flows numerically simulated by an artificial boundary method

Physical Review E ◽

10.1103/physreve.68.055702 ◽

2003 ◽

Vol 68 (5) ◽

Author(s):

J. F. Ravoux ◽

M. Provansal ◽

A. Nadim ◽

L. Schouveiler

Keyword(s):

Reynolds Number ◽

Bluff Body ◽

Artificial Boundary ◽

Boundary Method ◽

Bluff Body Flows ◽

Artificial Boundary Method

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