کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
861988 1470788 2012 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Study of Black-Scholes Model and its Applications
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
Study of Black-Scholes Model and its Applications
چکیده انگلیسی

The aim of this paper is to study the Black-Scholes option pricing model. We discuss some definitions and different derivations, which are useful for further development of Black-Scholes formula and Black-Scholes partial differential equation. As an application, we obtain the solution of the Black-Scholes equation and it is represented graphically by Maple software.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Procedia Engineering - Volume 38, 2012, Pages 270-279