Browsing Faculty of Natural Science by Author "Nuugulu, Samuel Megameno"
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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 ...