A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model. (28th November 2022)
- Record Type:
- Journal Article
- Title:
- A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model. (28th November 2022)
- Main Title:
- A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model
- Authors:
- Sozhaeswari, P.
Sowrirajan, R.
Loganathan, K.
Gyeltshen, Sonam - Other Names:
- Eloe Paul Academic Editor.
- Abstract:
- 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.
- Is Part Of:
- Abstract and applied analysis. Volume 2022(2022)
- Journal:
- Abstract and applied analysis
- Issue:
- Volume 2022(2022)
- Issue Display:
- Volume 2022, Issue 2022 (2022)
- Year:
- 2022
- Volume:
- 2022
- Issue:
- 2022
- Issue Sort Value:
- 2022-2022-2022-0000
- Page Start:
- Page End:
- Publication Date:
- 2022-11-28
- Subjects:
- Mathematical analysis -- Periodicals
Mathematical analysis
Applied Mathematics
Mathematical Analysis
Periodicals
515.05 - Journal URLs:
- http://www.hindawi.com/journals/aaa ↗
http://ProjectEuclid.org/aaa ↗ - DOI:
- 10.1155/2022/6385401 ↗
- Languages:
- English
- ISSNs:
- 1085-3375
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 24735.xml