The boundary element method (BEM) provides a robust framework for solving linear partial differential equations by transforming the problem domain into integrals over its boundary. This technique is ...
In this paper I develop a new computational method for pricing path-dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform ...
Boundary integral equation (BIE) methods have emerged as a robust computational framework for addressing problems in elasticity analysis by reformulating partial differential equations into equivalent ...
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