A new direct method for solving the Black-Scholes equation
نویسندگان
چکیده
Using the Mellin transform a new method for solving the Black-Scholes equation is proposed. Our approach does not require either variable transformations or solving diffusion equations.
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ورودعنوان ژورنال:
- Appl. Math. Lett.
دوره 18 شماره
صفحات -
تاریخ انتشار 2005