A New Technique for Solving Black-Scholes Equation for Vanilla Put Options

S. E. Fadugba; R. B. Ogunrinde; S. C. Zelibe; C. Achudume

doi:10.9734/BJMCS/2015/18134

Research Article Open access CC BY 4.0

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 · pp. 483–491 · Published 15 Jun 2015

10.9734/BJMCS/2015/18134

Abstract

In this paper we present a new technique for solving Black-Scholes equation for vanilla put options using the Mellin transform method.

Black-Scholes equation Mellin transform method vanilla put option.

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S. E. Fadugba, R. B. Ogunrinde, S. C. Zelibe, C. Achudume (2015). A New Technique for Solving Black-Scholes Equation for Vanilla Put Options. Journal of Advances in Mathematics and Computer Science , 483–491. https://doi.org/10.9734/BJMCS/2015/18134

Affiliations

S. E. Fadugba — Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria
R. B. Ogunrinde — Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria.
S. C. Zelibe — Department of Mathematics, Federal University of Petroleum Resources, Effurun, Nigeria.
C. Achudume — Department of Mathematics, University of Ibadan, Oyo State, Nigeria.

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