On difference equations arising in mathematics of finance

被引：3
|
作者：
Kwapisz, M [1 ]
机构：
[1] Univ Gdansk, Inst Math, PL-80952 Gdansk, Poland
来源：
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 1997年 / 30卷 / 02期
关键词：
difference equations; delay difference equations; capital deposits; mathematics of finance; impulsive differential equations;
D O I：
10.1016/S0362-546X(97)00235-6
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
[No abstract available]
引用
收藏
页码：1207 / 1218
页数：12
相关论文
共 50 条
  • [1] On the fuzzy difference equations of finance
    Chrysafis, Konstantinos A.
    Papadopoulos, Basil K.
    Papaschinopoulos, G.
    [J]. FUZZY SETS AND SYSTEMS, 2008, 159 (24) : 3259 - 3270
  • [2] MATRIX DIFFERENCE EQUATIONS IN APPLIED MATHEMATICS
    Zabarankin, Michael
    Grechuk, Bogdan
    [J]. SIAM JOURNAL ON APPLIED MATHEMATICS, 2020, 80 (02) : 753 - 771
  • [3] Difference equations in Life Insurance Mathematics
    Sakalova, Katarina
    [J]. MANAGING AND MODELLING OF FINANCIAL RISKS: 7TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I-III, 2014, : 684 - 690
  • [4] Group classification of a class of equations arising in financial mathematics
    Ivanova, N. M.
    Sophocleous, C.
    Leach, P. G. L.
    [J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2010, 372 (01) : 273 - 286
  • [5] Difference equations arising from cluster algebras
    Mizuno, Yuma
    [J]. JOURNAL OF ALGEBRAIC COMBINATORICS, 2021, 54 (01) : 295 - 351
  • [6] Difference equations arising from cluster algebras
    Yuma Mizuno
    [J]. Journal of Algebraic Combinatorics, 2021, 54 : 295 - 351
  • [7] CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
    BARLES, G
    DAHER, C
    ROMANO, M
    [J]. MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 1995, 5 (01): : 125 - 143
  • [8] Some new finite difference inequalities arising in the theory of difference equations
    Feng, Qinghua
    Meng, Fanwei
    Zhang, Yaoming
    [J]. ADVANCES IN DIFFERENCE EQUATIONS, 2011,
  • [9] Some new finite difference inequalities arising in the theory of difference equations
    Qinghua Feng
    Fanwei Meng
    Yaoming Zhang
    [J]. Advances in Difference Equations, 2011
  • [10] Stability of difference equations arising in infinite dimensional backstepping
    Balogh, A
    Krstic, M
    [J]. PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 2002, : 3015 - 3020
12345