The Riccati Equation in Mathematical Finance.
P. P. BoyleW. TianFred GuanPublished in: J. Symb. Comput. (2002)
Keyphrases
- differential equations
- hamilton jacobi
- fractional order
- boundary value problem
- databases
- computational intelligence
- mathematical model
- numerical solution
- geometrical interpretation
- nonlinear equations
- financial markets
- velocity field
- numerical methods
- particle swarm optimization
- expert systems
- search algorithm
- multiscale
- e learning
- data mining