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We consider the problem of minimising the $n^{th}-$eigenvalue of the Robin Laplacian in $\mathbb{R}^{N}$. Although for $n=1,2$ and a positive boundary parameter $\alpha$ it is known that the minimiser...
A new set of nonlocal boundary conditions are proposed for the higher modes of the 3D inviscid primitive equations. Numerical schemes using the splitting-up method are proposed for these modes. Numeri...
The purpose of this paper is to construct the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility depending on the option price. We review a method h...
In this paper we generalize and analyze the model for pricing American-style Asian options due to (Hansen and Jørgensen 2000) by including a continuous divi-dend rate q and a general method of ...

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