Results 171 to 180 of about 744 (186)

A New Version of Black–Scholes Equation Presented by Time-Fractional Derivative

Iranian Journal of Science and Technology, Transaction A: Science, 2017
Erjaee G H
exaly  

The Black-Scholes Differential Equation

2019
Hans-Peter Deutsch, Mark W. Beinker
openaire   +1 more source

The homotopy perturbation method for the Black–Scholes equation

Journal of Statistical Computation and Simulation, 2010
Vildan Gülkaç
exaly  

Block-pulse operational matrix method for solving fractional Black-Scholes equation

Journal of Economic Studies, 2017
Farshid Mehrdoust, Amir Hosein Refahi Sheikhani   +1 more
exaly  

Solution of the Black-Scholes Equation

2008
openaire   +1 more source

Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

Physica A: Statistical Mechanics and Its Applications, 2012
Jun Wang, Fu-Yao Ren, Wei-Yuan Qiu
exaly  

Solution of the Black-Scholes Equation

2012
openaire   +1 more source

A Laplace transform finite difference method for the Black–Scholes equation

Mathematical and Computer Modelling, 2010
Sungkwon Kang, Yonghoon Kwon
exaly  

Solution of the Black-Scholes Equation

2006
openaire   +1 more source

On the Interconnectedness of Schrodinger and Black-Scholes Equation

Journal of Applied Mathematics and Physics, 2015
exaly