Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the simulation of electromagnetic phenomena, enabling researchers to solve Maxwell’s equations through discretisation in both ...

Finite-Difference Time-Domain (FDTD) methods have become a cornerstone in the numerical solution of Maxwell’s equations, enabling detailed electromagnetic analysis across a wide range of applications.

A free-boundary formulation is considered for the price of American options under jump-diffusion models with finite jump activity. On the free boundary a Cauchy boundary condition holds, due to the ...