×

Found 472 Documents (Results 1–100)

Quasi-reversibility method and neural network machine learning for forecasting of stock option prices. (English) Zbl 1518.91312

Nguyen, Dinh-Liem (ed.) et al., Recent advances in inverse problems for partial differential equations. AMS special session on recent developments on analysis and computation for inverse problems for PDEs, virtual, March 13–14, 2021 and AMS special session on recent advances in inverse problems for PDEs, virtual, October 23–23, 2021. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 784, 129-144 (2023).
PDFBibTeX XMLCite
Full Text: DOI

Finite dimensional dynamics of evolutionary equations with Maple. (English) Zbl 1503.35238

Ulan, Maria (ed.) et al., Differential geometry, differential equations, and mathematical physics. Proceedings of the Wisła 19 summer school, Wisła, Poland, August 19–29, 2019. Cham: Birkhäuser. Tutor. Sch. Workshops Math. Sci., 123-149 (2021).
PDFBibTeX XMLCite
Full Text: DOI

The fitted finite volume and power penalty methods for option pricing. (English) Zbl 1458.91008

SpringerBriefs in Applied Sciences and Technology. Mathematical Methods. Singapore: Springer (ISBN 978-981-15-9557-8/pbk; 978-981-15-9558-5/ebook). viii, 94 p. (2020).
PDFBibTeX XMLCite
Full Text: DOI

Algorithm for determining the volatility function in the Black-Scholes model. (English. Russian original) Zbl 1437.91430

Comput. Math. Math. Phys. 59, No. 10, 1753-1758 (2019); translation from Zh. Vychisl. Mat. Mat. Fiz. 59, No. 10, 1815-1820 (2019).
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

all top 3

Software