Different Solution of Option Pricing:Black-Scholes Model

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：element_wq

【摘要】

：

　　One of the outstanding applications of mathematics in finance is the theoretical model of option pricing developed by Fischer Black and Myron Scholes in 197

【作者】

：

YermukanovaBinur;KarjantoNatanael;

【机构】

：

Nazarbayev Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　One of the outstanding applications of mathematics in finance is the theoretical model of option pricing developed by Fischer Black and Myron Scholes in 1973.The objective of the paper is to offer a rather different method of solution of Black-Scholes equation and find out how well the theory fits the actual data.

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Different Solution of Option Pricing:Black-Scholes Model

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