TY - JOUR
ID - 10029
TI - Three Critical Models in Mathematical Finance
JO - Journal of Advanced Mathematical Modeling
JA - JAMM
LA - en
SN - 2251-8088
AU - Neisy, Abdolsadeh
AU - Chamani Anbaji, Roya
AU - Shojaee Manesh, Leili
AD - Department of Mathematics, Computer and Statistics, AllamehTabataba'i University, Tehran, Iran
Y1 - 2012
PY - 2012
VL - 2
IS - 1
SP - 77
EP - 96
KW - Financial Modeling
KW - Financial Derivative
KW - Free Boundary Value Problem
KW - Inverse problem
KW - Stochastric Volatility
DO -
N2 - In this paper, using mathematical techniques, we are going to model some of the important financial markets. Due to the close relations between stock exchange and derivatives markets, we introduce models which also indicate the collaboration between mathematicians, statisticians, computer and finance researchers. Moreover, in this way, the weakness of the old models has been compensated, thus the new and modern models have been generated to improve financial and mathematical relations for new researches. The aim of this article is not to present the solution of new models, but it is to introduce one of the applied mathematics branchs in finance science. Finally, we make a model with three important problems in financial instruments, which transfer he partial-integral differential equations. Depending on market, application of inverse problems and free boundary value problems in finance science is being explained.
UR - https://jamm.scu.ac.ir/article_10029.html
L1 - https://jamm.scu.ac.ir/article_10029_f0dc8061962edec402c3cfe99aff0b1b.pdf
ER -