This is a preview. Log in through your library . Journal Information SIAM Journal on Numerical Analysis contains research articles on the development and analysis of ...

This paper develops an eigenfunction expansion approach to pricing options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called ...

The study of spectral problems in conjunction with asymptotic analysis has provided profound insights into boundary value problems, where determining the eigenvalues and eigenfunctions of differential ...

AMONG those who are trying to acquire a general acquaintance with Schrödinger's wave-mechanics there must be many who find their mathematical equipment insufficient to follow his first great ...