The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm
The objective of the work is essentially to construct an approximate solution of the generalization of nonlinear Black-Scholes partial differential equation, modeling price slippage impact of transaction coast option, through promising computational algorithm called Reduced Differential Transform Al...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sukkur IBA University
2021-01-01
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| Series: | Sukkur IBA Journal of Computing and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://localhost:8089/sibajournal/index.php/sjcms/article/view/606 |