Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...
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Solving differential equations: Euler vs. Runge-Kutta 4
Learn how to solve differential equations using Euler and Runge-Kutta 4 methods! This tutorial compares both techniques, explaining accuracy, step size, and practical applications for physics and ...
This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward–backward stochastic ...
This course is available on the BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics and BSc in Mathematics, Statistics and Business. This course ...
This is the first part of a two course graduate sequence in analytical methods to solve ordinary and partial differential equations of mathematical physics. Review of Advanced ODE’s including power ...
In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...
Cheng, R. , Liu, J. , Hao, L. and Wu, D. (2026) On the Application of the Infinitesimal Method to Two Categories of Problems in College Physics. Open Journal of Social Sciences, 14, 378-389. doi: ...
Partial differential equations (PDEs) lie at the heart of many different fields of Mathematics and Physics: Complex Analysis, Minimal Surfaces, Kähler and Einstein Geometry, Geometric Flows, ...
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