A Numerical Approximation on Black-Scholes Equation of Option Pricing
Onugu, Christain, Davies, Iyai & Amad, Innocent Uchenna · Asian Research Journal of Mathematics · 2023
This paper considered the notion of European option which is geared towards solving analytical and numerical solutions. In particular, we examined the Black-Scholes closed form solution and modified Black-Scholes (MBS) partial differential equation using Crank-Nicolson finite dif...
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Research Article
10.9734/arjom/2023/v19i7682