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The present article constitutes an experimental investigation of the behavior of buried PVC pipes. A number of laboratory experiments were conducted using PVC pipes which were buried in a medium sand layer, below a subbase layer, reinforced with geocells. They were subject to repeated dynamic...
Persistent link: https://www.econbiz.de/10012045005
Finite element methods are described for valuing lookback options under stochastic volatility. Particular attention is paid to the method for handling the boundary equations. For some boundaries, the equations reduce to first-order hyperbolic equations which must be discretized to ensure that...
Persistent link: https://www.econbiz.de/10005495419