• Title of article

    On modified Black–Scholes equation

  • Author/Authors

    E. Ahmed، نويسنده , , H.A. Abdusalam، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2004
  • Pages
    5
  • From page
    583
  • To page
    587
  • Abstract
    Black–Scholes equation corresponds to the diffusion equation. It is argued that the telegraph equation is more suitable from several points of view. The corresponding modified Black–Scholes equation is proposed. The telegraph equation is also applied to spatial population dynamics.
  • Journal title
    Chaos, Solitons and Fractals
  • Serial Year
    2004
  • Journal title
    Chaos, Solitons and Fractals
  • Record number

    900992

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=900992