Pages that link to "Item:Q1599553"
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The following pages link to The Riccati equation in mathematical finance. (Q1599553):
Displaying 12 items.
- The Riccati system and a diffusion-type equation (Q401969) (← links)
- On matching diffusions, Laplace transforms and partial differential equations (Q492943) (← links)
- Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
- Approximate solution for solving fractional Riccati differential equations via trigonometric basic functions (Q2317082) (← links)
- Forward-backward SDEs and the CIR model (Q2471244) (← links)
- Computation of optimal portfolios using simulation-based dimension reduction (Q2518536) (← links)
- A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework (Q3005810) (← links)
- Numerical solution of nonlinear fractional Riccati differential equations using compact finite difference method (Q5054024) (← links)
- Mean–variance efficiency with extended CIR interest rates (Q5391296) (← links)
- (Q6119100) (← links)
- An advanced scheme based on artificial intelligence technique for solving nonlinear Riccati systems (Q6602284) (← links)
- Critical transitions in piecewise uniformly continuous concave quadratic ordinary differential equations (Q6612553) (← links)