Volume 11 | Number 1 | Year 2014 | Article Id. IJMTT-V11P504 | DOI : https://doi.org/10.14445/22315373/IJMTT-V11P504
Akeju A.O, Ayoola E.O, "On the Verhult-Logistic Brownian Motion Model for Pricing Option on Multiple Assets," International Journal of Mathematics Trends and Technology (IJMTT), vol. 11, no. 1, pp. 40-45, 2014. Crossref, https://doi.org/10.14445/22315373/IJMTT-V11P504
[1] Asporouhova.E.E,P.Bossaerts,and C.Plott (2003):Excess Demand and Equilibra- tion in Multi-security Financial Market;The Empirical Evidence.Journal of Fi- nancial Market. Vol 6(1) pp 1 _ 21
[2] Black,F.and M.Scholes (1973):The pricing of Options and Corporate Liabili- ties.Journal of Political Economy 18,pp 637 - 659
[3] Merton,R (1973): The Theory of Rational Option Pricing.The Bell Journal of Economics and Management Science 4 pp 141 - 183
[4] Onyango ,S and M.Ingleby (2005) :On The Non- linear Stochastic Price Adjust- ment of Securities.The East African Journal of Statistics,1(1);pp 109 - 116
[5] Onyango,S.N, Omollo-Ongati.N, Otula.N.J (2010):On TheWalrasian-Samuelson Price Adjustment Model.International Journal of Pure and Applied Mathematics Vol 61,No 22010,pp 211 - 218
[6] Samuelson P.A (1941): The Stability of Equilibrium Comparative Statics and Dynamics.Econometric a Vol. 9 pp 97 -120
[7] Thomas .P.Branson,Yang Ho Choi (2006):Option Pricing on Multiple As- sets.Acta Appl.Maths 94,pp 137 - 162
[8] Walker .D.A (1996):Walrs Market Models .Cambrige University Press
[9] Walrs.L.(1874):Element of Pure Economics .On The Theory of Social Wealth .1954 Translation of 1926 Edition
[10] Wang .J.K (2001):Behavioural Econometric Interpretation of Dynamics Sup- ply and Demand Function in a Market Pricing Model.International Journal of Theoretical and Applied Finance.Vol 4(4) pp 635 - 650.