| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 861988 | Procedia Engineering | 2012 | 10 Pages |
Abstract
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.
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Physical Sciences and Engineering
Engineering
Engineering (General)
