The Riccati Equation in Mathematical Finance

Journal of Symbolic Computation - Tập 33 Số 3 - Trang 343-355 - 2002
P.P Boyle1, Weidong Tian2, Fred Guan3
1Center for Advanced Studies in Finance, University of Waterloo, Canada
2Center for Advanced Studies in Finance and Department of Statistics & Actuarial Science, University of Waterloo, Canada
3TXU Energy Trading, 1717 Main Street, Dallas, TX 75206, U.S.A.#TAB#

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