汇率干预中的多点自由边值问题的数值计算方法

• 作 者: 赵连霞 朱正佑 秦成林
• 机 构: Shanghai Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072, P.R.
• 出 处: 上海大学学报（英文版）
• 发表日期: 2005年4期
• 关键词: exchange rate interventon nonlinear ordinary differential equation free boundary

In this paper by means of generalized shooting method and homotopy technique a numerical method was given for computing free multipoint boundary value problem proposed in the intervention of exchange rate by Cadenillas and Fernando Zapatero. A numerical example was given for illustrating the validity of this method.