We consider a specific type of nonlinear partial differential equation (PDE) that appears in mathematical finance as the result of solving some optimization problems. We review some examples of such ...
It’s the same math that explains how, under the right conditions, the atmosphere above a barren plain can produce a roiling tornado. Merle has had enormous success taming these blowups in the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results