|
|
|
(18.190.153.63)
|
|
Users online: 13139
|
|
|
|
|
|
|
Ijournet
|
|
|
|
|
|
|
Study of most celebrated black-scholes partial differential equation Shinde Akanksha S. Department of Mathematics, VPM's B. N. Bandodkar College of Science, Thane, Maharashtra, India Online published on 24 October, 2019. Abstract The Black-Scholes partial differential equation is used for valuing European or American put and call option. It is the one of the most effective way for pricing options. The aim of this paper is to study the development and derivation of Black-Scholes partial differential equation. We discuss some useful definitions and derivations which are useful in the development of Black-Scholes Partial differential equation. Top Keywords Black-Scholes partial differential equation, Ito's Lemma, Put Option, Risk-less interest rate, Strike price. Top | |
|
|
|
|
║ Site map
║
Privacy Policy ║ Copyright ║ Terms & Conditions ║
|
|
|
748,848,018 visitor(s) since 30th May, 2005.
|
|
All rights reserved. Site designed and maintained by DIVA ENTERPRISES PVT. LTD..
|
|
Note: Please use Internet Explorer (6.0 or above). Some functionalities may not work in other browsers.
|