On analytical solution of the Black-Scholes equation by the first integral method
zbMATH Open1363.91131MaRDI QIDQ2806727FDOQ2806727
Authors: Farshid Mehrdoust, Mohammad Mirzazadeh 
Publication date: 18 May 2016
Published in: Scientific Bulletin. Series A. Applied Mathematics and Physics. Politehnica University of Bucharest (Search for Journal in Brave)
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Cited In (14)
- On approximate-analytical solution of generalized Black-Scholes equation
- Analytical solutions for the Black-Scholes equation
- An alternative method for analytical solutions of two-dimensional Black-Scholes-Merton equation
- Numerical solution of the Black-Scholes partial differential equation for the option pricing model using the ADM-Kamal method
- The exact traveling wave solutions of a class of generalized Black-Scholes equation
- General solution of the Black-Scholes boundary-value problem
- On the approximation of the Black and Scholes call function
- Solving the Ivancevic pricing model using the He's frecuency amplitude formulation
- On analytical solutions of the Black-Scholes equation
- A new explicit formula for the solution of the Black-Merton-Scholes equation
- Numerical methods for solving a Black-Scholes equation
- Analytical solution of the Black-Scholes equation by using variational iteration method
- Analytical solution and convergence analysis of Black-Sholes equation
- Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function
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