| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10678475 | Applied Mathematics Letters | 2005 | 4 Pages |
Abstract
Using the Mellin transform a new method for solving the Black-Scholes equation is proposed. Our approach does not require either variable transformations or solving diffusion equations.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
L. Jódar, P. Sevilla-Peris, J.C. Cortés, R. Sala,