Numerical Simulation for Chaotic Financial Models

The study introduces a novel numerical framework for chaotic financial models, characterized by sensitive dynamics. Our method diverges from traditional liberalization and subdivision approaches, directly tackling chaotic systems without simplification. By integrating two linear multistep methods via a multistep inversion, we achieve seamless continuous‐to‐discrete formulation, ensuring robust convergence and precision.

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Publication Details

Journal
Journal of Applied Mathematics
Published
2025-01-01
DOI
https://doi.org/10.1155/jama/7646196
Primary Topic
Numerical Methods and Algorithms
Type
article
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article

Numerical Simulation for Chaotic Financial Models

Gemeda Tolessa Lubo, Eneodo Janet Onoja
Journal of Applied Mathematics
Numerical Methods and Algorithms
article

Numerical Simulation for Chaotic Financial Models

Gemeda Tolessa Lubo, Eneodo Janet Onoja
article en

Abstract

The study introduces a novel numerical framework for chaotic financial models, characterized by sensitive dynamics. Our method diverges from traditional liberalization and subdivision approaches, directly tackling chaotic systems without simplification. By integrating two linear multistep methods via a multistep inversion, we achieve seamless continuous‐to‐discrete formulation, ensuring robust convergence and precision.

Journal of Applied MathematicsVol. 2025(1)
University of Jos (NG), Deutsch Amerikanisches Institut Saarland (DE)
Openalex Percentile: Top 66%
Numerical Methods and Algorithms
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