On approximate-analytical solution of generalized Black-Scholes equation (Q2822979)
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scientific article; zbMATH DE number 6633149
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| English | On approximate-analytical solution of generalized Black-Scholes equation |
scientific article; zbMATH DE number 6633149 |
Statements
5 October 2016
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Black-Scholes equation
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Laplace transform method
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homotopy perturbation method
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European option pricing
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0.94811803
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0.9256834
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0.9235197
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0.9233503
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0.9232615
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0.9217045
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0.9196141
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0.9195552
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On approximate-analytical solution of generalized Black-Scholes equation (English)
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