Differential equations with Mathematica

MaRDI QIDQ2825518zbMATH OpenFDO

Authors James P. Braselton, Martha L. Abell

Publication date 13 October 2016

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to ordinary differential equations (34-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Theory of programming languages (68N15)

Cited in

(5)

• A computational method to price with transaction costs under the nonlinear Black-Scholes model
• scientific article; zbMATH DE number 1114468 (Why is no real title available?)
• scientific article; zbMATH DE number 1776587 (Why is no real title available?)
• An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance
• A new integrated conditional positive definite Gaussian kernel with application in the solution of the Bates jump-diffusion model

Describes a project that uses

Uses Software

• Mathematica

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