Improve Stock Price Model-Based Stochastic Pantograph Differential Equation

Although the concept of symmetry is widely used in many fields, it almost not discussed finance. This appears to be relevant relation, for example, mathematical models that can predict stock prices contribute decision-making process. work considers price European options with a new class non-constant delay model. The stochastic pantograph differential equation (SPDE) variable provided order overcome weaknesses using constant delay. proposed model constructed improve evaluation process and prediction accuracy prices. feasibility introduced under relatively weak conditions imposed on its volatility function. Furthermore, sensitivity time lag discussed. robust theta Milstein (STM) method combined Monte Carlo simulation compute asset within In addition, we prove numerical solution preserve non-negativity Numerical experiments real financial data indicate there an increasing possibility compared non-linear classical Black Scholes