Topics in Stochastic Analysis and Applications to Finance
88 Citations•2018•
Imtithal Alzughaibi
Research Journal of Finance and Accounting
This research includes a major application of stochastic analysis about applications to mathematical finance, and particularly, options as an example of financial derivatives and Black-Scholes method.
Abstract
This research is concerned with the existence a relationship between Stochastic Differential Equations (SDEs), Backward Stochastic Differential Equations (BSDEs) and Partial Differential Equations (PDEs). This research includes a major application of stochastic analysis, we study about applications to mathematical finance, and particularly, options as an example of financial derivatives and Black-Scholes method.