Browsing by Author "Barkhudaryan, R."
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Iterative scheme for an elliptic non-local free boundary problem
Barkhudaryan, R.; Juráš, M.; SalehiM. ( Taylor & Francis , 2016 , Article)In this paper we treat a non-local free boundary problem arising in financial bubbles, where the model is set in the framework of viscosity solutions. We suggest an iterative scheme which consists of a sequence of obstacle ...