Repository logo
  • Log In
Repository logoRepository logo
  • Communities & Collections
  • Browse
  • About
  • FAQs
  • Log In
  1. Home
  2. Research Outputs
  3. Browse By Publisher
  • Explore Repository
Community or Collection Logo

Research Outputs

Permanent URI for this community

http://hdl.handle.net/10530/57805

Browse

Search WithinSubcommunities and CollectionsBy Year of PublicationBy AuthorBy TitleBy TypeBy CenterBy PublisherBy Subject

Browsing Research Outputs by Publisher "Academic Publications"

Now showing 1 - 1 of 1
Results Per Page
Sort Options
  • Loading...
    Thumbnail Image
    PublicationJournal Article
    FacebookXWhatsAppLinkedIn
    Lie theoretic perspective of black-scholes equation under stochastic heston model
    Matadi,Maba Boniface; Zondi,Phumlani Lawrence | 
    2020
     | Academic Publication...
    This study examines a classical Black-Scholes (BC) model for stochastic volatility with Heston process from Lie symmetry perspective. In the same way the study includes a classification of point symmetries and the corresponding modified local one-parameter transformations. Lie symmetry analysis is presented for the case where the volatility is a stochastic process.Furthermore, an invariant solutions are calculated and illustrated numerically.
    • 1
    • 1
    • 0
Content Created by the UNIZULU Libraries, CC BY-NC unless otherwise noted. Notify us about copyright concerns.
Knowledge Hub on DSpace by DSquare Technologies
Powered by DSpace