A continuous-in-time financial model for public institutions

Tarik Chakkour (1)

1 LAGA - Laboratoire Analyse, Géométrie et Applications

In this presentation, we will show the mathematical framework of the continuous-in-time financial mode, involving some partial differential equation (PDE).

Mots clés: measure theory; inverse problem; PDE; algorithms; discrete mathematics; software tool; Mathematical computation

Domaines: Sciences de l'Homme et Société; Analyse classique [math.CA]; Analyse numérique [math.NA]; Equations aux dérivées partielles [math.AP]

Tarik Chakkour. A continuous-in-time financial model for public institutions. Functional Equations in LIMoges, FELIM 2019., Mar 2019, Limoges, France. 1 p. ⟨hal-02081473⟩