On analytical solution of the Black-Scholes equation by the first integral method (Q2806727)
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scientific article; zbMATH DE number 6582176
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| English | On analytical solution of the Black-Scholes equation by the first integral method |
scientific article; zbMATH DE number 6582176 |
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18 May 2016
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Black-Scholes equation
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first integral method
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option pricing
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0.94041246
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0.91987264
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0.9178718
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0.91737974
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0.91660285
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0.9105977
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0.9002365
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On analytical solution of the Black-Scholes equation by the first integral method (English)
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