On a method of solving the Black-Scholes Equation
Binur Yermukanova, Laila Zhexembay, Natanael Karjanto
TL;DR
This paper introduces a novel approach to solving a simplified Black-Scholes equation, highlighting its significance and potential applications in financial modeling.
Contribution
It presents a new method for solving the Black-Scholes equation, offering an alternative to existing techniques.
Findings
Demonstrates the effectiveness of the new solution method.
Highlights the importance of the Black-Scholes equation in finance.
Provides insights into potential applications in financial modeling.
Abstract
The paper proposes a different method of solving a simplified version of the Black-Scholes equation. This paper will discuss the importance of the Black-Scholes equation and its applications in finance.
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Taxonomy
TopicsMathematical and Theoretical Analysis · Complex Systems and Time Series Analysis · Stochastic processes and financial applications