Godwin Onwona-Agyeman

Error Analysis of Meshfree Approximation in Nonlinear Black-Scholes Model

Godwin Onwona-Agyeman, Francis T. Oduro, Gabriel Asare Okyere & Awudu Obeng · Asian Journal of Probability and Statistics · 2020

The transaction cost model of Guy Barles and Halil Mete Soner is incorporated into the standard Black Scholes Equation. The resulting model is solved by a numerical method, called, the meshfree approximation using radial basis function. The errors produced by the scheme are discu...

Open access Research Article 10.9734/ajpas/2020/v8i330210

Radial Basis Function in Nonlinear Black-Scholes Option Pricing Equation with Transaction Cost

Godwin Onwona-Agyeman & Francis T. Oduro · Asian Journal of Probability and Statistics · 2019

Differential equations play significant role in the world of finance since most problems in these areas are modeled by differential equations. Majority of these problems are sometimes nonlinear and are normally solved by the use of numerical methods. This work takes a critical lo...

Open access Research Article 10.9734/ajpas/2019/v5i330138