Linear fractional differential equations in bank resource allocation and financial risk management model

DOI10.2478/AMNS.2021.2.00148zbMath1514.34027OpenAlexW4212875515WikidataQ115228142 ScholiaQ115228142MaRDI QIDQ6108875

Yanjun Yang

Publication date: 30 June 2023

Published in: Applied Mathematics and Nonlinear Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/amns.2021.2.00148

zbMATH Keywords

financial risk managementfractional differential equationlinear relationshipbank resource allocation

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08)

Related Items (1)

Fractional models for analysis of economic risks

Cites Work

• A partial differential equation model with age-structure and nonlinear recidivism: conditions for a backward bifurcation and a general numerical implementation
• The valuation of multi-counterparties CDS with credit rating migration
• Modelling DAX by applying parabola approximation method
• Ulam-Hyers stability of a parabolic partial differential equation
• Normal complex contact metric manifolds admitting a semi symmetric metric connection
• Complete solution for the time fractional diffusion problem with mixed boundary conditions by operational method

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