Auteur: Gunter H. Meyer

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of …

Separation of Variables for Partial Differential Equations: An Eigenfunction Approach includes many realistic applications beyond the usual model problems. The book concentrates on the method of …

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the …

Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and …