Removing non-smoothness in solving Black-Scholes equation using a perturbation method

DOI10.1016/j.physleta.2021.127367arXiv2104.07839MaRDI QIDQ6365418

Hadi Susanto, Chairul Imron, Lutfi Mardianto, Amirul Hakam, Endah R. M. Putri

Publication date: 15 April 2021

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)