A New Technique for Solving Black-Scholes Equation for Vanilla Put Options
S. E. Fadugba, R. B. Ogunrinde, S. C. Zelibe & C. Achudume · Journal of Advances in Mathematics and Computer Science · 2015
In this paper we present a new technique for solving Black-Scholes equation for vanilla put options using the Mellin transform method.
Open access
Research Article
10.9734/BJMCS/2015/18134