Analytical Solutions of the Black–Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method
In this paper, a proposed computational method referred to as Projected Differential Transformation Method (PDTM) resulting from the modification of the classical Differential Transformation Method (DTM) is applied, for the first time, to the Black–Scholes Equation for European Option Valuation. Th...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2015-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/17/11/7510 |