Browsing Pure and Applied Mathematics by Author "OMONDI, Lawrence Onyango"
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Mathematical model for non-linear stock price adjustment
OMONDI, Lawrence Onyango (Maseno university, 2010)The field of financial mathematics has drawn a lot of interest from both practitioners and academicians since the derivation of Black- Scholes model of 1970s. :Ihe celebrated option pricing formula, the so-called Black- ...