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Analytical Solutions of the Black-Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method.

Sunday O. EdekiOlabisi O. UgbeborEnahoro A. Owoloko
Published in: Entropy (2015)
Keyphrases
  • dynamic programming
  • option pricing
  • pricing model
  • probability distribution
  • graphical models
  • theoretical analysis
  • numerical methods