Analytic Solution of Black-Scholes-Merton European Power Put Option Model on Dividend Yield with Modified-Log-Power Payoff Function

Analytic Solution of Black-Scholes-Merton European Power Put Option Model on Dividend Yield with Modified-Log-Power Payoff Function

This paper proposes a framework based on the celebrated transform of Mellin type (MT) for the analytic solution of the Black-Scholes-Merton European Power Put Option Model (BSMEPPOM) on Dividend Yield (DY) with Modified-Log-Power Payoff Function (MLPPF) under the geometric Brownian motion. The MT ha...

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Bibliographic Details
Main Authors: S.E. Fadugba, A.A. Adeniji, M.C. Kekana, J.T. Okunlola, O. Faweya
Format: Article
Language:English
Published: Etamaths Publishing 2023-03-01
Series:International Journal of Analysis and Applications
Online Access:http://etamaths.com/index.php/ijaa/article/view/2737

Internet

http://etamaths.com/index.php/ijaa/article/view/2737

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