Open Access
Research Article·pp. 2385–2398·Vol. 28, Issue 7Oct 2025
Exact and numerical solutions for two nonlinear regime switching models
Hossein Sahebi Fard, Elham Dastranj
Published Online: 06 Oct 2025DOI: 10.47974/JIM-1863
In this paper: This paper investigates two nonlinear Black-Scholes models, which are fundamental in options pricing under conditions where market volatility is non-constant. To address the inherent complexity in the...
