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On the Riccati equation

โœ Scribed by Richard M Koch; Franklin Lowenthal


Publisher
Elsevier Science
Year
1970
Tongue
English
Weight
482 KB
Volume
32
Category
Article
ISSN
0022-247X

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๐Ÿ“œ SIMILAR VOLUMES


The Riccati Equation in Mathematical Fin
โœ P.P Boyle; W Tian; Fred Guan ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 270 KB

This paper uses ideas from symbolic computation to classify solutions to an important class of problems in mathematical finance and thus provides a linkage between these two fields. We show that Kovacic's concept of closed-form solutions to the Riccati ordinary differential equation can be used to p