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