OSU, BRIGHT O. and OLUNKWA, CHIDINMA (2015) APPLICATION OF FIXED POINT THEOREM TO EXISTENCE OF THE SOLUTION OF BLACK-SCHOLES PARTIAL DIFFERENTIAL EQUATION IN SOBOLEV SPACE. Asian Journal of Mathematics and Computer Research, 8 (1). pp. 49-55.
Full text not available from this repository.Abstract
In this paper, we discuss the existence of solution of nonlinear Black-Scholes partial differential equation with transaction cost and volatile portfolio risk measure of the type; In Sobolev space using fixed point theorem.
| Item Type: | Article |
|---|---|
| Subjects: | STM Open Academic > Mathematical Science |
| Depositing User: | Unnamed user with email admin@eprint.stmopenacademic.com |
| Date Deposited: | 27 Dec 2023 07:14 |
| Last Modified: | 27 Dec 2023 07:14 |
| URI: | http://publish.sub7journal.com/id/eprint/1873 |
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