DocumentCode
2415855
Title
Cellular Neural Networks model of risk management
Author
Slavova, Angela
Author_Institution
Inst. of Math. & Inf., Bulgarian Acad. of Sci., Sofia
fYear
2008
fDate
14-16 July 2008
Firstpage
181
Lastpage
185
Abstract
In this paper we shall study Black-Scholes partial differential equation which describes the evolution of the price of asset. We shall apply cellular neural networkspsila approach for studying the model of risk management. Numerical simulations and comparison with the classical results will be presented.
Keywords
cellular neural nets; partial differential equations; pricing; risk management; Black-Scholes partial differential equation; asset price; cellular neural network; risk management; Cellular neural networks; Contracts; Economic indicators; Finance; Mathematical model; Mathematics; Partial differential equations; Portfolios; Risk management; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Cellular Neural Networks and Their Applications, 2008. CNNA 2008. 11th International Workshop on
Conference_Location
Santiago de Compostela
Print_ISBN
978-1-4244-2089-6
Electronic_ISBN
978-1-4244-2090-2
Type
conf
DOI
10.1109/CNNA.2008.4588674
Filename
4588674
Link To Document