A study on the impact of nonlinear source term in black-scholes option pricing model

HIGHLIGHTS

  • who: P. Sozhaeswari et al. from the Department of Mathematics, DrN.G.P. Arts and Science College, Coimbatore, Tamilnadu, India Department of Mathematics and Statistics, Manipal University Jaipur, Jaipur, Rajasthan, India have published the research: A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model, in the Journal: (JOURNAL) of 28/Nov/2022
  • what: As discussed, the nonlinear force term on the right hand side plays an important role in establishing the existence of solution.

SUMMARY

    The Black-Scholes equation is a mathematical model that plays . . .

     

    Logo ScioWire Beta black

    If you want to have access to all the content you need to log in!

    Thanks :)

    If you don't have an account, you can create one here.

     

Scroll to Top

Add A Knowledge Base Question !

+ = Verify Human or Spambot ?