Matrix-based numerical modelling of financial differential equations.
Robert PichéJuho KanniainenPublished in: Int. J. Math. Model. Numer. Optimisation (2009)
Keyphrases
- differential equations
- numerical methods
- feed forward artificial neural networks
- runge kutta
- dynamical systems
- brownian motion
- numerical solution
- ordinary differential equations
- difference equations
- nonlinear differential equations
- boundary value problem
- partial differential equations
- artificial neural networks
- pattern recognition
- qualitative models
- multiresolution
- computational complexity
- genetic algorithm