Nonlinear Differential Equations in Preventing Financial Risks
نویسندگان
چکیده
Abstract The nonlinear differential equation option pricing formula is invaluable in financial derivatives investment risk assessment. This article applies the theory of equations to deal with risks commodity and currency markets. Through this condition, we obtain fair price process contingent rights under classic Black-Scholes model optimal growth strategy. results show that measurement stable distribution suitable for investors manage risk.
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ژورنال
عنوان ژورنال: Applied mathematics and nonlinear sciences
سال: 2022
ISSN: ['2444-8656']
DOI: https://doi.org/10.2478/amns.2022.2.0063