A boundary value problem arising in risk management is studied in a multidimensional framework. Analytical solutions are obtained and numerical investigation of some real-world examples is performed throughout the CNN approach.
R. Agliardi, P. Popivanov, A. Slavova (2012). Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach. RIJEKA : Intechopen.com.
Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach
AGLIARDI, ROSSELLA;
2012
Abstract
A boundary value problem arising in risk management is studied in a multidimensional framework. Analytical solutions are obtained and numerical investigation of some real-world examples is performed throughout the CNN approach.File in questo prodotto:
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