Difference Equation Theory Meets Mathematical Finance

DOI10.1007/978-3-030-44559-1_11MaRDI QIDQ3387111zbMATH OpenOpenAlexFDO

Authors Stefan Gerhold, Arpad Pinter

Publication date 12 January 2021

Published in Algorithmic Combinatorics: Enumerative Combinatorics, Special Functions and Computer Algebra (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-44559-1_11

Mathematics Subject Classification ID

Symbolic computation and algebraic computation (68W30)

Cites work

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Cited in

(4)

• Matched asymptotic expansions in financial engineering
• scientific article; zbMATH DE number 6026962 (Why is no real title available?)
• Polar coordinates for the 3/2 stochastic volatility model
• On the fuzzy difference equations of finance

Describes a project that uses

Uses Software

• DLMF

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