Optimal Prediction of the Expected Value of Assets Under Fractal Scaling Exponent

Optimal Prediction of the Expected Value of Assets Under Fractal Scaling Exponent 

Bright O. Osu¹ and JoyI. Adindu-Dick²

¹Abia State University, Nigeria and ²IMO State University, Nigeria

ABSTRACT 

In this paper, the optimal prediction of the expected value of assets under the fractal scaling exponent is considered. We first obtain a fractal exponent, then derive a seemingly Black-Scholes parabolic equation. We further obtain its solutions under given conditions for the prediction of expected value of assets given the fractal exponent. 

Keywords: 

Fractal scaling exponent, Hausdorff dimension, Black-Scholesequation. 

For more details: https://airccse.com/mathsj/papers/1314mathsj03.pdf