Browsing Philosophiae Doctor - PhD (Mathematics) by Author "Gideon, Frednard"
Now showing items 1-1 of 1
-
Fractional black-scholes equations and their robust numerical simulations
Nuugulu, Samuel Megameno (University of the Western Cape, 2020)Conventional partial differential equations under the classical Black-Scholes approach have been extensively explored over the past few decades in solving option pricing problems. However, the underlying Efficient Market ...