Add to ORKGIn this work, we present some numerical solutions to the famous Black-Scholes equation. Although a closed form solution for the price of European options is available, the prices of more complicated derivatives such as American options may require a numerical solution of the Black-Scholes equation. This poster will focus primarily on the solution to the equation for the European call option
The mathematical model for computing the value of European options has been discovered and known as ...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Finance is a rapidly growing area in our banking world today. With this ever-increasing development ...
In this work, we analyse different numerical methods for the approximation to solution of the Black-...
Abstract: In this work, we apply He’s variotional iteration method for obtaining analytic solutions ...
In financial industry, the option pricing is an important problem. The Operator Splitting Method is ...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schole...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schole...
Abstract: The evolution in time of European options is usually studied using the Black-Scholes formu...
Abstract- In this paper, we develop a fast numerical scheme for computing the European option pricin...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schol...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
The mathematical model for computing the value of European options has been discovered and known as ...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Finance is a rapidly growing area in our banking world today. With this ever-increasing development ...
In this work, we analyse different numerical methods for the approximation to solution of the Black-...
Abstract: In this work, we apply He’s variotional iteration method for obtaining analytic solutions ...
In financial industry, the option pricing is an important problem. The Operator Splitting Method is ...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schole...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schole...
Abstract: The evolution in time of European options is usually studied using the Black-Scholes formu...
Abstract- In this paper, we develop a fast numerical scheme for computing the European option pricin...
In this paper will be considered the simple continuous time model of Black-Scholes. The Black-Schol...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
An efficient and accurate numerical method for solving the well-known Black-Scholes equation in opti...
The mathematical model for computing the value of European options has been discovered and known as ...
In this paper, a modified Black-Scholes (B-S) model is proposed, based on a revised assumption that ...
Finance is a rapidly growing area in our banking world today. With this ever-increasing development ...