Onwona-Agyeman, Godwin and Oduro, Francis T. and Okyere, Gabriel Asare and Obeng, Awudu (2020) Error Analysis of Meshfree Approximation in Nonlinear Black-Scholes Model. Asian Journal of Probability and Statistics, 8 (3). pp. 55-63. ISSN 2582-0230
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Official URL: https://doi.org/10.9734/ajpas/2020/v8i330210
Abstract
The transaction cost model of Guy Barles and Halil Mete Soner is incorporated into the standard Black Scholes Equation. The resulting model is solved by a numerical method, called, the meshfree approximation using radial basis function. The errors produced by the scheme are discussed and presented in diagrams and tables.
Item Type: | Article |
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Subjects: | Open Research Librarians > Mathematical Science |
Depositing User: | Unnamed user with email support@open.researchlibrarians.com |
Date Deposited: | 17 Mar 2023 09:28 |
Last Modified: | 04 Apr 2024 09:24 |
URI: | http://stm.e4journal.com/id/eprint/385 |