Our Group organises 3000+ Global Conferenceseries Events every year across USA, Europe & Asia with support from 1000 more scientific societies and Publishes 700+ Open Access Journals which contains over 50000 eminent personalities, reputed scientists as editorial board members.

A Lie Algebraic and Numerical Investigation of the Black-Scholes Equation with

This work deals with an extension of the Black-Scholes model for rating options with the Heston volatility model. A Lie-algebraic analysis of this equation is applied to reduce its order and compute some of its solutions. As a result of this method, a five-parameter family of solutions is obtained. Though, these solutions do not match the terminal and boundary conditions, they can be used for the validation of numerical schemes.

Read More.

Image result for Heston Volatility Model

  • Share this page
  • Facebook
  • Twitter
  • LinkedIn
  • Google+
  • Pinterest
  • Blogger
Top