Fractional black-scholes equations and their robust numerical simulations
Philosophiae Doctor - PhD === Conventional partial differential equations under the classical Black-Scholes approach have been extensively explored over the past few decades in solving option pricing problems. However, the underlying Efficient Market Hypothesis (EMH) of classical economic theory...
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| Language: | en |
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University of the Western Cape
2020
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| Online Access: | http://hdl.handle.net/11394/7612 |