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

Bright O. Osu1 and Joy I. Adindu-Dick 2

1Department of Mathematics, Abia State University, P M B 2000, Uturu, Nigeria.

2Department of Mathematics, Imo 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.

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