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...
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| Format: | Article |
| Language: | English |
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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/sibajournals/index.php/sjcms/article/view/606 |
| _version_ | 1819236540472098816 |
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| author | Naresh kumar Solanki syed feroz shah syed feroz shah |
| author_facet | Naresh kumar Solanki syed feroz shah syed feroz shah |
| author_sort | Naresh kumar Solanki |
| collection | DOAJ |
| description | 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 Algorithm. This work also shows that the algorithm can be efficiently employed construct explicit solutions highly nonlinear equations arising in financial market. We have also shown a graphical behavior of the constructed solutions |
| first_indexed | 2024-12-23T13:06:04Z |
| format | Article |
| id | doaj.art-a10701c926b64cc099524752f612c328 |
| institution | Directory Open Access Journal |
| issn | 2520-0755 2522-3003 |
| language | English |
| last_indexed | 2024-12-23T13:06:04Z |
| publishDate | 2021-01-01 |
| publisher | Sukkur IBA University |
| record_format | Article |
| series | Sukkur IBA Journal of Computing and Mathematical Sciences |
| spelling | doaj.art-a10701c926b64cc099524752f612c3282022-12-21T17:45:53ZengSukkur IBA UniversitySukkur IBA Journal of Computing and Mathematical Sciences2520-07552522-30032021-01-014210.30537/sjcms.v4i2.606The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform AlgorithmNaresh kumar Solanki0syed feroz shah1syed feroz shah2IBA PUBLIC SCHOOL SUKKURBasic Science and related science MUET, Jamshoro, PakistanBasic Science and related science MUET, Jamshoro, PakistanThe 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 Algorithm. This work also shows that the algorithm can be efficiently employed construct explicit solutions highly nonlinear equations arising in financial market. We have also shown a graphical behavior of the constructed solutionshttp://localhost:8089/sibajournals/index.php/sjcms/article/view/606Nonlinear Black-Scholes model, PDE, differential transform algorithm |
| spellingShingle | Naresh kumar Solanki syed feroz shah syed feroz shah The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm Sukkur IBA Journal of Computing and Mathematical Sciences Nonlinear Black-Scholes model, PDE, differential transform algorithm |
| title | The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm |
| title_full | The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm |
| title_fullStr | The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm |
| title_full_unstemmed | The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm |
| title_short | The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm |
| title_sort | on study of generalized nonlinear black scholes equation by reduced differential transform algorithm |
| topic | Nonlinear Black-Scholes model, PDE, differential transform algorithm |
| url | http://localhost:8089/sibajournals/index.php/sjcms/article/view/606 |
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