A New Technique for Solving Black-Scholes Equation for Vanilla Put Options

Fadugba, S. E. and Ogunrinde, R. B. and Zelibe, S. C. and Achudume, C. (2015) A New Technique for Solving Black-Scholes Equation for Vanilla Put Options. British Journal of Mathematics & Computer Science, 9 (6). pp. 483-491. ISSN 22310851

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Official URL: https://doi.org/10.9734/BJMCS/2015/18134

Abstract

In this paper we present a new technique for solving Black-Scholes equation for vanilla put options using the Mellin transform method.

Item Type:	Article
Subjects:	STM Open Academic > Mathematical Science
Depositing User:	Unnamed user with email admin@eprint.stmopenacademic.com
Date Deposited:	17 Jul 2023 06:17
Last Modified:	15 Jan 2024 04:34
URI:	http://publish.sub7journal.com/id/eprint/628

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