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
Pages
4
From page
29
To page
32
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
Serial Year
2005
Journal title
Applied Mathematics Letters
Record number
897876
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