S. E. Fadugba

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

Alternative Approach for the Derivation of Black-Scholes Partial Differential Equation in the Theory of Options Pricing Using Risk Neutral Binomial Process

S. E. Fadugba, J. T. Okunlola & E. I. Adeyemi · Journal of Scientific Research and Reports · 2014

This paper presents a risk neutral binomial process as an alternative approach for the derivation of analytic pricing equation called “Black-Scholes Partial differential Equation” in the theory of option pricing. Binomial option pricing is a powerful technique that can be used to...

Open access Research Article 10.9734/JSRR/2015/14349