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Cogent Mathematics Volume 4, 2017 - Issue 1
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Research Article

Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption

S.O. EdekiDepartment of Mathematics, Covenant University, Canaanland, Otta, NigeriaCorrespondence[email protected]
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,
O.O. UgbeborDepartment of Mathematics, Covenant University, Canaanland, Otta, Nigeria;Department of Mathematics, University of Ibadan, Ibadan, NigeriaView further author information
&
E.A. OwolokoDepartment of Mathematics, Covenant University, Canaanland, Otta, NigeriaView further author information
|
Kok Lay TeoCurtin University, Australia
(Reviewing Editor)
Article: 1352118 | Received 26 Jul 2016, Accepted 04 Jul 2017, Published online: 14 Jul 2017

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