Optimal Prediction of Expected Value of Assets Under Fractal Scaling Exponent Using Seemingly Black-Scholes Parabolic Equation
Volume 2, Issue 2, April 2016, Pages: 19-24
Received: Jul. 7, 2016;
Accepted: Jul. 27, 2016;
Published: Oct. 11, 2016
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Bright O. Osu, Department of Mathematics, College of Physical and Applied Sciencs, Michael Okpara University of Agriculture, Umudike, Nigeria
Joy Ijeoma Adindu-Dick, Department of Mathematics, Faculty of Physical and Biological Sciences, Imo State University, Owerri, Imo State, Nigeria
Assessing the stock price indices is the foundation of forecasting the market risk. In this paper, we derived a seemingly Black-Scholes parabolic equation. We then solved this equation under given conditions for the optimal prediction of the expected value of assets.
Bright O. Osu,
Joy Ijeoma Adindu-Dick,
Optimal Prediction of Expected Value of Assets Under Fractal Scaling Exponent Using Seemingly Black-Scholes Parabolic Equation, Mathematics Letters.
Vol. 2, No. 2,
2016, pp. 19-24.
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