Browsing School of Mathematics, Statistics and Actuarial Science by Author "AHOMO, Maricus Omolo"
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The analysis of gamma strategies for a nonlinear black-scholes equation
(Maseno University, 2014)There has been a significant growth in research in the field of financial mathematics since the derivation of the standard Black-Scholes-Merton Partial Differential Equation by Black and Scholes, and Merton in 1973. The ...