A Study on the Impact of Nonlinear Source Term in Black-Scholes Option Pricing Model

P. Sozhaeswari, R. Sowrirajan, K. Loganathan, Sonam Gyeltshen and Paul Eloe

Abstract and Applied Analysis, 2022, vol. 2022, 1-6

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.

Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/aaa/2022/6385401.pdf (application/pdf)
http://downloads.hindawi.com/journals/aaa/2022/6385401.xml (application/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:6385401

DOI: 10.1155/2022/6385401

Access Statistics for this article

More articles in Abstract and Applied Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().