Now showing items 1-2 of 2

  • Fractional Black-Scholes equations and their robust numerical simulations 

    Nuugulu, Samuel Megameno (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 ...
  • 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 ...