Numerical treatment of stochastic models used in statistical systems and financial markets

DOI10.1016/j.camwa.2008.05.040zbMath1165.91392OpenAlexW2020660887MaRDI QIDQ2389518

Kamel Al-Khaled, Ameen J. Alawneh

Publication date: 17 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.05.040

zbMATH Keywords

approximate solutionsvariational methodfinancial marketsstochastic analysisstatistical systems

Mathematics Subject Classification ID

Related Items (2)

Exact solutions of Wick-type stochastic equations with variable coefficients ⋮ Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options

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