Title of article :
A new direct method for solving the Black—Scholes equation
Original Research Article
Author/Authors :
L. J?dar، نويسنده , , P. Sevilla-Peris، نويسنده , , J.C. Cortés، نويسنده , , R. Sala، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Abstract :
Using the Mellin transform a new method for solving the Black—Scholes equation is proposed. Our approach does not require either variable transformations or solving diffusion equations.
Keywords :
Black—Scholes equation , Mellin transform
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters
