Applications to give an analytical solution to the Black Scholes equation (Q4646665)
From MaRDI portal
scientific article; zbMATH DE number 7001335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications to give an analytical solution to the Black Scholes equation |
scientific article; zbMATH DE number 7001335 |
Statements
Applications to give an analytical solution to the Black Scholes equation (English)
0 references
14 January 2019
0 references
Aleph function
0 references
Laplace transform
0 references
Mellin transform
0 references
Dirac delta function
0 references
Black Scholes equation
0 references
Fokker Planck equation
0 references
0 references