JSTOR Daily

Successive approximations for the solution of second order advanced differential equations

For the initial value problem associated with second order advanced differential equation on Banach space, it is constructed a numerical method to approximate the solution. The method uses the ...
JSTOR Daily

On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series

Abstract.The subject of this paper is the analytic approximation of solution to stochastic differential delay equations with Poisson jump. We introduce approximate methods for stochastic differential ...
Simon Fraser University

Finite-Difference Approximations of Derivatives

The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...
Nature

Stochastic Differential Equations and Asymptotic Analysis in Finance

Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
Risk.net

Robust financial calibration: a Bayesian approach for neural stochastic differential equations

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...