Sozhaeswari, P. and Sowrirajan, R. and Loganathan, K. and Gyeltshen, Sonam and Eloe, Paul (2022) A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model. Abstract and Applied Analysis, 2022. pp. 1-6. ISSN 1085-3375
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Official URL: https://doi.org/10.1155/2022/6385401
Abstract
In this work, we study the effect of nonlinear source term in Black-Scholes model by finding the solution of it. We use the mathematical concepts of existence and uniqueness to arrive the conclusion. The transformation of the nonlinear equation into heat equation leads to the existence of solution through fixed-point theorems, semigroup theory, and certain regularity conditions imposed on variables.
| Item Type: | Article |
|---|---|
| Subjects: | STM Repository > Multidisciplinary |
| Depositing User: | Managing Editor |
| Date Deposited: | 16 Mar 2024 12:22 |
| Last Modified: | 16 Mar 2024 12:22 |
| URI: | http://classical.goforpromo.com/id/eprint/5108 |
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