Browsing Faculty of Natural Science by Subject "Option Pricing"
Now showing items 1-4 of 4
-
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 ... -
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 ... -
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 ... -
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 ...
