Boundary value problems in differential equations constitute a fundamental area of study in mathematical science, where solutions to differential equations are sought under prescribed conditions ...

Parameter estimation in differential equation models is a critical endeavour in the mathematical modelling of dynamic systems. Such models, represented by ordinary differential equations (ODEs), ...

Differential equations are equations that contain derivatives. The equations are used in calculus to describe relationships among one or more variables. A solution to any series of equations can be ...

I am pleased to introduce the March 2022 issue of The Journal of Computational Finance. This issue’s first paper, “Pricing barrier options with deep backward stochastic differential equation methods”, ...

Last year, MIT developed an AI/ML algorithm capable of learning and adapting to new information while on the job, not just during its initial training phase. These “liquid” neural networks (in the ...

We propose a new numerical approach to solving high-dimensional partial differential equations (PDEs) that arise in the valuation of exotic derivative securities. The proposed method is extended from ...