Three Critical Models in Mathematical Finance


Department of Mathematics, Computer and Statistics, AllamehTabataba'i University, Tehran, Iran


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.


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