Concept
Graphe d'une fonction
Publications associées (32)
A new reinitialization procedure for the finite element approximation of the level set equation
In the past few years, the level set method has been extensively used for the numerical solution of interface problems in different domains, from free-surface and mean curvature flows to image processing. A crucial ingredient in every implementation of the ...
2005Separable Term Structures and the Maximal Degree Problem
This paper discusses separable term structure diffusion models in an arbitrage-free environment. Using general consistency results we exploit the interplay between the diffusion coefficients and the functions determining the forward curve. We introduce the ...
Wiley-Blackwell2002