Solution of a barrier option Black-Scholes model based on projected differential transformation method
نویسندگان
چکیده
منابع مشابه
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. The results obtained converge faster to their associated exact solution form; these easily computed ...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2021
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1734/1/012054