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Fractional Black-Scholes equations and their robust numerical simulations
(University of 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 ...
Mesh Free Methods for Differential Models In Financial Mathematics
(University of the Western Cape, 2011)
Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial ...
Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
(University of the Western Cape, 2011)
Options are a special type of derivative securities because their values are derived from the value of some underlying security. Most options can be grouped into either of the two categories: European options which can be ...
Mesh free methods for differential models in financial mathematics
(University of the Western Cape, 2011)
Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on the previous history of time. A variety of financial ...
Fractional black-scholes equations and their robust numerical simulations
(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 ...
Numerical singular perturbation approaches based on spline approximation methods for solving problems in computational finance
(University of the Western Cape, 2011)
Options are a special type of derivative securities because their values are derived from
the value of some underlying security. Most options can be grouped into either of
the two categories: European options which can ...