Browsing Doctoral Degrees (Applied Mathematics) by Advisor "Nwobi, Felix Noyanim."
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Applications of symmetry analysis of partial differential and stochastic differential equations arising from mathematics of finance. (2011)In the standard modeling of the pricing of options and derivatives as generally understood these days the underlying process is taken to be a Wiener Process or a Levy Process. The stochastic process is modeled as a stochastic ...