內嵌介面問題的數值方法與應用

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Simonato, 1999, “An Analytical Approximation for the GARCH Option Pricing Model,” Journal of Computational Finance 2, 75- 116.

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The main tool in our reconstruction method is the complex geometri- cal optics (CGO) solutions with polynomial-type phase functions for the Helmholtz equation.. This type of

The disadvantage of the inversion methods of that type, the encountered dependence of discretization and truncation error on the free parameters, is removed by

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Huang, A nonmonotone smoothing-type algorithm for solv- ing a system of equalities and inequalities, Journal of Computational and Applied Mathematics, vol. Hao, A new