An alternative approach to solving the Black–Scholes...

Applied Mathematics Letters 2006 Vol. 19; Iss. 4

An alternative approach to solving the Black–Scholes equation with time-varying parameters

Marianito R. Rodrigo, Rogemar S. Mamon
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Volume:
19
Year:
2006
Language:
english
Pages:
5
Journal:
Applied Mathematics Letters
DOI:
10.1016/j.aml.2005.06.012
File:
PDF, 132 KB
english, 2006
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