Implementing some mathematical operators for a continuous-in-time financial model

Tarik Chakkour

Abstract


This paper considers the development of some mathematical operators as convolution and primitive for continuous-in-time financial model. This development is given in form of API (Application Programming Interface) with showing concept of its computation. The model is based on using measures and fields. The work we report here addresses the fundamental issue of how measures and fields are implemented for the software. The originality of this API lie in the fact that it will be used by the company MGDIS.

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Published: 2017-02-10

How to Cite this Article:

Tarik Chakkour, Implementing some mathematical operators for a continuous-in-time financial model, Engineering Mathematics Letters, Vol 2017 (2017), Article ID 2

Copyright © 2017 Tarik Chakkour. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Engineering Mathematics Letters

ISSN 2049-9337

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