A new direct method for solving the Black-Scholes equation

Applied Mathematics Letters

Volumn 18, Issue 1, 2005, Pages 29-32

  Jodar L ^a   Sevilla Peris, P ^a   Cortes J C ^a   Sala, R ^a  

^a UNIVERSITAT POLITÈCNICA DE VALÈNCIA   (Spain)

Author keywords

Black Scholes equation; Mellin transform

Indexed keywords

APPROXIMATION THEORY; FUNCTIONS; INTEGRATION; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; PROBLEM SOLVING;

BLACK-SCHOLES EQUATIONS; DIFFUSION EQUATIONS; FINAL-VALUE PROBLEMS; MELLIN TRANSFORMS;

NUMERICAL METHODS;

EID: 13544250480     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2002.12.016     Document Type: Article

References (6)

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