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2019
Because many introductory courses in partial differential equations solve the heat equation, it is not necessary to do so here. Instead, the emphasis will be to explain the various terms embedded in the solution: All reflect those change of variables that converted the Black–Scholes Equation into the heat equation. These changes must be reinserted into
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Because many introductory courses in partial differential equations solve the heat equation, it is not necessary to do so here. Instead, the emphasis will be to explain the various terms embedded in the solution: All reflect those change of variables that converted the Black–Scholes Equation into the heat equation. These changes must be reinserted into
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2012
In diesem Kapitel soll eine beruhmteste Formel der Finanzmathematik hergeleitet werden, die Black-Scholes-Formel . Es ist nicht ubertrieben, die Entdeckung dieser Formel als den Beginn der modernen Finanzmathematik zu bezeichnen. Wir beschreiben in Abschnitt 10.1 das Problem, in Abschnitt 10.2 wird es auf eine partielle Differentialgleichung ...
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In diesem Kapitel soll eine beruhmteste Formel der Finanzmathematik hergeleitet werden, die Black-Scholes-Formel . Es ist nicht ubertrieben, die Entdeckung dieser Formel als den Beginn der modernen Finanzmathematik zu bezeichnen. Wir beschreiben in Abschnitt 10.1 das Problem, in Abschnitt 10.2 wird es auf eine partielle Differentialgleichung ...
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The Black–Scholes equation in finance: Quantum mechanical approaches
Physica A: Statistical Mechanics and Its Applications, 2023Özlem Yeşiltaş
exaly
Solving fractional Black–Scholes equation by using Boubaker functions
Mathematical Methods in the Applied Sciences, 2021Amirahmad Khajehnasiri, Mostafa Safavi
exaly
A new direct method for solving the Black–Scholes equation
Applied Mathematics Letters, 2005Pablo Sevilla-Peris, Lucas Jódar
exaly
Symmetry reduction and exact solutions of the non-linear Black–Scholes equation
Communications in Nonlinear Science and Numerical Simulation, 2018Sergiĭ Kovalenko
exaly