A partial differential equation formulation of Vickrey’s bottleneck model, part II: Numerical analysis and computation

2013 ◽  
Vol 49 ◽  
pp. 75-93 ◽  
Author(s):  
Ke Han ◽  
Terry L. Friesz ◽  
Tao Yao
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Numerical Analysis ◽  
Partial Differential ◽  
Equation Formulation ◽  
Bottleneck Model

Numerical Analysis of the Exact Solution of the Wave Equation of the Longitudinal Seismic Oscillations of Soil and the Construction as a Point Insertion

2018 ◽  
Vol 931 ◽  
pp. 152-157 ◽  
Author(s):  
Kamil D. Yaxubayev ◽  
Dinara D. Kochergina
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Partial Differential Equation ◽  
Exact Solution ◽  
Wave Equation ◽  
Numerical Analysis ◽  
Differential Equations ◽  
Partial Differential ◽  
Seismic Oscillations

The numerical analysis of the exact solution of the system of the differential equations which includes the partial differential equation of the longitudinal seismic oscillations of the soil and the ordinary differential equation of oscillations of the construction in the form of a point rigid insertion.

ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE

1999 ◽  
Vol 02 (01) ◽  
pp. 101-111 ◽  
Author(s):  
LIXIN WU ◽  
YUE KUEN KWOK ◽  
HONG YU
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Integral Representation ◽  
Asian Option ◽  
Asian Options ◽  
Partial Differential ◽  
Early Exercise ◽  
Equation Formulation ◽  
Option Model ◽  
Early Exercise Premium

By appropriate scaling of the variables, the reduction in the dimensionality of the partial differential equation formulation of an American-style Asian option model is achieved. The integral representation of the early exercise premium can be obtained in a succinct manner. The exercise policy of Asian options with the early exercise provision can then be examined.

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