Login / Signup
Analytical Solutions of the Black-Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method.
Sunday O. Edeki
Olabisi O. Ugbebor
Enahoro A. Owoloko
Published in:
Entropy (2015)
Keyphrases
</>
dynamic programming
option pricing
pricing model
probability distribution
graphical models
theoretical analysis
numerical methods