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A Combination of Dividend and Jump Diffusion Process on Heston Model in Deriving Black Scholes Equation
(International Journal of Statistics and Applied Mathematics, 12/10/2021)
The reality that exists in a stock market situation is that assets do pay dividend to owners of assets or derivative securities. Dupire, Derman and Kani built an option pricing process with a dividend yielding diffusion ...
Formulating Black Scholes Equation Using a Jump Diffusion Heston’s Model
(International Journal of Statistics and Applied Mathematics, 12/7/2021)
In modern financial mathematics, accurate values are obtained by taking into account a considerable number of more realistic assumptions in logistic Black Scholes equation. The aspects considered here are cost of transactions ...