PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649)
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scientific article; zbMATH DE number 7527946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function |
scientific article; zbMATH DE number 7527946 |
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17 May 2022
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Black-Scholes formulas
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projected differential transform method
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ML-payoff functions
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plain vanilla options
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PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (English)
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