Analytical Solutions of Black-Scholes Partial Differential Equation of Pricing for Valuations of Financial Options using Hybrid Transformation Methods
Black–Scholes partial differential equation is a generally acceptable model in financial markets for option pricing. However, without variable transformations, the provision of symbolic solutions to the variable coefficient partial differential equation is not a straight-forward task. Moreover, the...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade Federal de Viçosa (UFV)
2022-06-01
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| Series: | The Journal of Engineering and Exact Sciences |
| Subjects: | |
| Online Access: | https://periodicos.ufv.br/jcec/article/view/15223 |
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