The pricing of the two-asset double barrier option is modeled as an initial-boundary value problem two-dimensional Black-Scholes partial differential equation. We use hybrid finite different method to solve problem. a combination Laplace transform and difference method. It more efficient than traditional obtain solution without step-by-step process. implemented on computer. Two numerical examples are calculated verify performance In our examples, convergence rate approximately two. conclude...

In this article, we derive a boundary element formulation for the pricing of barrier option.The price option is modeled as solution Black-Scholes' equation.Then problem transformed to value heat equation with moving boundary.The integral representation and are derived.A method designed solve equation.Special quadrature rules singular used.A numerical example also demonstrated.This correct.

Abstract An indirect time‐domain boundary element method (BEM) is presented here for the treatment of 2D elastodynamic problems. The approximated solution in this formulated as a linear combination set particular solutions, which are called bases. displacement and stress fields basis analytically derived by means solving Lame's potentials. A semi‐collocation proposed to be time‐stepping algorithm. This equivalent discontinuity with piecewise discontinuities both space time. resulting scheme...

Impulsive line load in a half-space (Lamb's problem) can be solved with closed form solution. This solution is helpful for understanding the phenomenon of Rayleigh's waves. In this article, we use boundary element method to simulate an elastic solid curved free surface under impact loading. problem considered difficult numerical methods. Lamb's calculated first verify method. Then applied on problems different curvatures. The simulates wave propagating very well. results are shown figures.

Let h(t) be a smooth function, Bt standard Brownian motion and th=inf{t; Bt=h(t)} the first hitting time. In this paper, new formulations are derived to evaluate probability density of If u(x, t) denotes function x=Bt for t th, then uxx=2ut u(h(t),t)=0. Moreover, time dh(t) is 1/2ux(h(t),t). Applying some partial differential equation techniques, we derive simple integral dh(t). Two examples demonstrated in article.

Recently, there are more touch panels that have been extensively used throughout the world. Due to customer input regarding improvements, we examined use of technology products. In market, most monitors by finger or pen get electricity, capacity effect, stop sensor signal. From signal orientates controller, lots products were ATM machine, counter, automatic monitor, and 3C roducts, communicate between human people computer equipment. On other hand, they also belong interactive game platform...