Solving the Black–Scholes European options model using the reduced differential transform method with powered modified log-payoff function
This study introduces a novel analytical method for the Black–Scholes European options model, employing modified log-payoff functions raised to a power. The main motivation for this study stems from the need to develop more efficient and accurate analytical techniques for option pricing, particularl...
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| Main Authors: | , , , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-03-01
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| Series: | Partial Differential Equations in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666818125000154 |
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