This is a preview. Log in through your library . Abstract The present paper is concerned with the unilateral contact model in linear elastostatics, the so-called Signorini problem. (Our results can ...
Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...
We justify and give error estimates for binomial approximations of game (Israeli) options in the Black-Scholes market with Lipschitz continuous path dependent payoffs ...