Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

PIERRE LISSY, IONEL ROVENŢA, OPTIMAL FILTRATION FOR THE APPROXIMATION OF BOUNDARY CONTROLS FOR THE ONE-DIMENSIONAL WAVE EQUATION USING A FINITE-DIFFERENCE METHOD, Mathematics of Computation, Vol. 88, ...

In this paper we are concerned with the pricing of lookback options with American type constrains. Based on the differential linear complementary formula associated with the pricing problem, an ...