A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities
Since financial engineering problems are of great importance in the academic community, effective methods are still needed to analyze these models. Therefore, this article focuses mainly on capturing the discrete behavior of linear and nonlinear Black−Scholes European option pricing models...
| Published in: | Mathematics |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/7/8/760 |