On the ε-approximation of the solution of the Black-Scholes equation

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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書目詳細資料
主要作者:	Amnuay Kananthai
格式:	雜誌
出版:	2018
主題:	Mathematics
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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