Browsing School of Biological, Physical, Mathematics & Actuarial Sciences by Subject "Black Scholes"
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A Logistic Nonlinear Black-Scholes-Merton Partial Differential Equation: European Option
(International Journal of Research - GRANTHAALAYAH, 2018-06-30)Nonlinear Black-Scholes equations provide more accurate values by taking into account more realistic assumptions, such as transaction costs, illiquid markets, risks from an unprotected portfolio or large investor's ...