On the ε-approximation of the solution of the Black-Scholes equation
In this paper, we study the well known equation named the Black-Scholes equation. Normally, it is so complicate to find the solution of the Black-Scholes equation which is the option prices directly. But in this work we use the εapproximation to find such option prices and also obtained the interest...
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| 格式: | 雜誌 |
| 出版: |
2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84885461717&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/52726 |
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| 機構: | Chiang Mai University |