تصفح حسب الموضوع "Obstacle problem"
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Numerical Treatment to a Non-local Parabolic Free Boundary Problem Arising in Financial Bubbles
( Springer International Publishing , 2019 , Article)In this paper, we continue to study a non-local free boundary problem arising in financial bubbles. We focus on the parabolic counterpart of the bubble problem and suggest an iterative algorithm which consists of a sequence ...