In this paper, a new analytical formula as an approximation to the value of American put options and their optimal exercise boundary is presented. A transform is first introduced to better deal with the terminal condition and, most importantly, the optimal exercise price which is an unknown...

The influence of the surrounding semiconducting matrix upon the optical response of embedded nano-objects (quantum dots) has been investigated. This system can be described by means of a hybrid model, where the full response is a combination of a macroscopic electrostatic response term and a...

The interaction between a general magnetic source and a long type-II superconducting cylinder in the Meissner or mixed state is studied within the London theory. We first study the Meissner state and solve the Maxwell–London equations when the source is a magnetic monopole located at an...

Macroscopic Wigner islands present an interesting complementary approach to explore the properties of two-dimensional confined particles systems. In this work, we characterize theoretically and experimentally the interaction between their basic components, viz., conducting spheres lying on the...

Two new second-order finite difference techniques based upon the classical 3-point backward time centered space (BTCS) method and the Crank–Nicolson scheme, and also a fourth-order finite difference scheme based on Crandall's method for one-dimensional diffusion, are used to solve the...

A Boltzmann-like model for the description of processes of outgassing and contamination is proposed. The cavity /oR2, where the contaminants migrate during their motion from the source region /oR1 to the target /oR3, contains a random medium.