Alrajhi's scientific contributions

Publication (1)

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In this research, the development of a fast numerical method was performed in order to solve the Option Pricing problems governed by the Black-Scholes equation using an accelerated genetic algorithm method. Where the Black-Scholes equation is a well known partial differential equation in financial mathematics. A discussion of the solutions was intr...


... In the nonlinear BS model, we assume that drift μ is constant and volatility σ is nonconstant [4,16,23,24], which is defined as σ 2 � σ 2 (t, S, V S , V SS ) [16,25,26]. Like the linear BS model, there are also some assumptions on the nonlinear BS model. ...