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 A...

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Autores principales:	Naresh kumar Solanki, syed feroz shah
Formato:	article
Lenguaje:	EN
Publicado:	Sukkur IBA University 2021
Materias:	Nonlinear Black-Scholes model, PDE, differential transform algorithm Computer engineering. Computer hardware TK7885-7895 Mathematics QA1-939 Electronic computers. Computer science QA75.5-76.95
Acceso en línea:	https://doaj.org/article/a10701c926b64cc099524752f612c328
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spelling	oai:doaj.org-article:a10701c926b64cc099524752f612c3282021-11-11T10:07:21ZThe On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm10.30537/sjcms.v4i2.6062520-07552522-3003https://doaj.org/article/a10701c926b64cc099524752f612c3282021-01-01T00:00:00Zhttp://localhost:8089/sibajournals/index.php/sjcms/article/view/606https://doaj.org/toc/2520-0755https://doaj.org/toc/2522-3003 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 Naresh kumar Solankisyed feroz shahsyed feroz shahSukkur IBA UniversityarticleNonlinear Black-Scholes model, PDE, differential transform algorithmComputer engineering. Computer hardwareTK7885-7895MathematicsQA1-939Electronic computers. Computer scienceQA75.5-76.95ENSukkur IBA Journal of Computing and Mathematical Sciences, Vol 4, Iss 2 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	Nonlinear Black-Scholes model, PDE, differential transform algorithm Computer engineering. Computer hardware TK7885-7895 Mathematics QA1-939 Electronic computers. Computer science QA75.5-76.95
spellingShingle	Nonlinear Black-Scholes model, PDE, differential transform algorithm Computer engineering. Computer hardware TK7885-7895 Mathematics QA1-939 Electronic computers. Computer science QA75.5-76.95 Naresh kumar Solanki syed feroz shah syed feroz shah The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm
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
format	article
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
title	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_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_sort	on study of generalized nonlinear black scholes equation by reduced differential transform algorithm
publisher	Sukkur IBA University
publishDate	2021
url	https://doaj.org/article/a10701c926b64cc099524752f612c328
work_keys_str_mv	AT nareshkumarsolanki theonstudyofgeneralizednonlinearblackscholesequationbyreduceddifferentialtransformalgorithm AT syedferozshah theonstudyofgeneralizednonlinearblackscholesequationbyreduceddifferentialtransformalgorithm AT syedferozshah theonstudyofgeneralizednonlinearblackscholesequationbyreduceddifferentialtransformalgorithm AT nareshkumarsolanki onstudyofgeneralizednonlinearblackscholesequationbyreduceddifferentialtransformalgorithm AT syedferozshah onstudyofgeneralizednonlinearblackscholesequationbyreduceddifferentialtransformalgorithm AT syedferozshah onstudyofgeneralizednonlinearblackscholesequationbyreduceddifferentialtransformalgorithm
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The On Study Of Generalized Nonlinear Black Scholes Equation By Reduced Differential Transform Algorithm

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