Analytical Solutions of a Continuous Arithmetic Asian Model for Option Pricing using Projected Differential Transform Method

In financial mathematics, the procedure for finding the solutions of the Black-Scholes model defined in terms of Arithmetic Asian Option (AAO) is one of the most tasking issues when considering its corresponding analytical solutions. In this paper, such analytical solution of a continuous arithmetic...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Engineering letters 2019-05, Vol.27 (2)
Hauptverfasser:	Edeki, Sunday O, Ugbebor, Olabisi O, Ogundile, Paul O
Format:	Artikel
Sprache:	eng
Schlagworte:	Arithmetic Differential geometry Exact solutions Pricing Recommender systems Stochastic models
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!