A study on the impact of nonlinear source term in Black-Scholes option pricing model

DOI10.1155/2022/6385401zbMath1522.91285OpenAlexW4310095889MaRDI QIDQ6073742

K. Loganathan, P. Sozhaeswari, Sonam Gyeltshen, R. Sowrirajan

Publication date: 11 October 2023

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/6385401

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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• The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm
• A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options

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