Approximate Solution for Barrier Option Pricing Using Adaptive Differential Evolution With Learning Parameter
Black-Scholes (BS) equations, which are in the form of stochastic partial differential equations, are fundamental equations in mathematical finance, especially in option pricing. Even though there exists an analytical solution to the standard form, the equations are not straightforward to be solved...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Brno University of Technology
2022-12-01
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| Series: | Mendel |
| Subjects: | |
| Online Access: | http://46.28.109.63/index.php/mendel/article/view/194 |