in this paper we consider the european continuous installment call option. then  its linear complementarity formulation is given. writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. finally finite element method is applied to price the european continuous installment call option.

We investigate the regularity of a free boundary near contact points with a fixed boundary, with C boundary data, for an obstacle-like free boundary problem. We will show that under certain assumptions on the solution, and the boundary function, the free boundary is uniformly C up to the fixed boundary. We will also construct some examples of irregular free boundaries.

In this paper we consider a nonlinear two-phase Stefan problem in one-dimensional space. The problem is mapped into a nonlinear Volterra integral equation for the free boundary.

In the computational fluid dynamics (CFD) modeling of gas-solids two phase flow, the effect of boundary conditions play an important role in predicting the hydrodynamic characteristics of fluidized beds. In this work, the hydrodynamics of conical fluidized bed containing dried TiO2 nano-agglomerates were studied both experimentally and computationally. The pressure drop ...

We study the chromatic polynomials for m × n square-lattice strips, of width 9 ≤ m ≤ 13 (with periodic boundary conditions) and arbitrary length n (with free boundary conditions). We have used a transfer matrix approach that allowed us also to extract the limiting curves when n → ∞. In this limit we have also obtained the isolated limiting points for these square-lattice strips and checked some...

We analyse boundary conformal field theories on random surfaces using the conformal gauge approach of David, Distler and Kawai. The crucial point is the choice of boundary conditions on the Liouville field. We discuss the Weyl anomaly cancellation for Polyakov’s non-critical open bosonic string with Neumann, Dirichlet and free boundary conditions. Dirichlet boundary conditions on the Liouville ...

We employ min-max techniques to show that the unit ball in $\mathbb{R}^3$ contains embedded free boundary minimal surfaces with connected and arbitrary genus.

We analyse boundary conformal field theories on random surfaces using the conformal gauge approach of David, Distler and Kawai. The crucial point is the choice of boundary conditions on the Liouville field. We discuss the Weyl anomaly cancellation for Polyakov’s non-critical open bosonic string with Neumann, Dirichlet and free boundary conditions. Dirichlet boundary conditions on the Liouville ...

We study the chromatic polynomials for m × n square-lattice strips, of width 9 ≤ m ≤ 13 (with periodic boundary conditions) and arbitrary length n (with free boundary conditions). We have used a transfer matrix approach that allowed us also to extract the limiting curves when n → ∞. In this limit we have also obtained the isolated limiting points for these square-lattice strips and checked some...