Question: ADE is easier to use with non-linear problems, for example uncertain volatility (Pealat and Duffy (2011)) and PDEs that have semi-linear terms when we introduce

ADE is easier to use with non-linear problems, for example uncertain volatility

(Pealat and Duffy (2011)) and PDEs that have semi-linear terms when we introduce penalty terms for early exercise (Duffy (2018)).

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