On a method of solving the Black-Scholes Equation
Pricing of Securities
2016-12-30 v2 Analysis of PDEs
Abstract
The paper proposes a different method of solving a simplified version of the Black-Scholes equation. This paper will discuss the importance of the Black-Scholes equation and its applications in finance.
Cite
@article{arxiv.1504.03074,
title = {On a method of solving the Black-Scholes Equation},
author = {Binur Yermukanova and Laila Zhexembay and Natanael Karjanto},
journal= {arXiv preprint arXiv:1504.03074},
year = {2016}
}
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