A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...

Computer graphics and geometry processing research provide the tools needed to simulate physical phenomena like fire and flames, aiding the creation of visual effects in video games and movies as well ...

We derive a partial differential equation (PDE) representation for the value of financial derivatives with bilateral counterparty risk and funding costs. The model is very general in that the funding ...