Direct Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function

Direct Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function

This paper proposes a framework based on the celebrated transform of Mellin type (MT) for the direct solution of the Black-Scholes-Merton European Put Option Model (BSMEPOM) on Dividend Yield (DY) with Modified-Log Payoff Function (MLPF) under the geometric Brownian motion. The focal goal of this pa...

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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 2022-10-01
Series:International Journal of Analysis and Applications
Online Access:http://etamaths.com/index.php/ijaa/article/view/2638

Internet

http://etamaths.com/index.php/ijaa/article/view/2638

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