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Note that Ar = xp-xw and Ax= www. WW AX W AX P (a) A first order approximation to (10) (b) A second order
Note that Ar = xp-xw and Ax= www. WW AX W AX P (a) A first order approximation to (10) (b) A second order approximation to f. (20) (c) If values of temperature are available at points P, W, and WW, determine an approx- imation to the heat flux at P with order O((Ar)2) when Ax = A2. (10)
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
