Black-Scholes Partial Differential Equations - Articles

Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3, November 25, 2011

DOI: 10.4236/jmf.2011.13009 7,033 Downloads 14,518 Views Citations
Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32031 4,906 Downloads 8,994 Views Citations
An Accurate Numerical Integrator for the Solution of Black Scholes Financial Model Equation (Articles)

Iyakino P. Akpan, Johnson O. Fatokun

American Journal of Computational Mathematics Vol.5 No.3, September 2, 2015

DOI: 10.4236/ajcm.2015.53026 5,388 Downloads 7,127 Views Citations
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94031 1,275 Downloads 3,542 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Applied Mathematics Vol.6 No.5, May 12, 2015

DOI: 10.4236/am.2015.65074 4,180 Downloads 5,497 Views Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.6 No.2, May 31, 2016

DOI: 10.4236/jmf.2016.62028 3,551 Downloads 6,142 Views Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option (Articles)

Sunday Emmanuel Fadugba, Adedoyin Olayinka Ajayi

Open Access Library Journal Vol.2 No.4, April 17, 2015

DOI: 10.4236/oalib.1101466 3,154 Downloads 5,315 Views Citations
Numerical Solutions of the Black-Scholes Financial Model Using the Adomian Decomposition and Power Series Collocation Methods (Articles)

Johnson Oladele Fatokun, Olabisi Akinwale, Shehu Abdulaziz

Journal of Applied Mathematics and Physics Vol.13 No.4, April 24, 2025

DOI: 10.4236/jamp.2025.134074 91 Downloads 542 Views Citations
Option Pricing Model Driven by G-Lévy Process under the G-Expectation Framework (Articles)

Yingmei Xu, Yang Li

Journal of Applied Mathematics and Physics Vol.11 No.1, January 16, 2023

DOI: 10.4236/jamp.2023.111004 358 Downloads 1,234 Views Citations
Exact Solution of Fractional Black-Scholes European Option Pricing Equations (Articles)

Maryeme Ouafoudi, Fei Gao

Applied Mathematics Vol.9 No.1, January 30, 2018

DOI: 10.4236/am.2018.91006 1,673 Downloads 4,338 Views Citations
Application of PDE and Mathematical Morphology in the Extraction Validation of the Roads (Articles)

Fabricio Leonardi, Viviane Sampaio Santiago, Carolina Dias Chaves, Erivaldo Antônio da Silva

Journal of Signal and Information Processing Vol.4 No.3, August 15, 2013

DOI: 10.4236/jsip.2013.43039 4,609 Downloads 6,235 Views Citations
New Implementation of Legendre Polynomials for Solving Partial Differential Equations (Articles)

Ali Davari, Abozar Ahmadi

Applied Mathematics Vol.4 No.12, December 3, 2013

DOI: 10.4236/am.2013.412224 5,963 Downloads 9,804 Views Citations
Parametrization to Improve the Solution Accuracy of Problems Involving the Bi-Dimensional Dirac Delta in the Forcing Function (Articles)

Enrique J. Chicurel-Uziel, Francisco A. Godínez

Journal of Applied Mathematics and Physics Vol.3 No.9, September 23, 2015

DOI: 10.4236/jamp.2015.39144 3,723 Downloads 4,681 Views Citations
The Advection Diffusion-in-Secondary Saturation Movement Equation and Its Application to Concentration Gradient-Driven Saturation Kinetic Flow (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.4 No.11, November 14, 2016

DOI: 10.4236/jamp.2016.411200 1,288 Downloads 2,600 Views Citations
The Advection Wave-in-Secondary Saturation Movement Equation and Its Application to Concentration Tension-Driven Saturation Kinetic Flow (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.4 No.12, December 6, 2016

DOI: 10.4236/jamp.2016.412210 1,209 Downloads 2,262 Views Citations
The Utilization of the Generating Function Technique in the Discovery of Solutions for the Three-Dimensional Navier-Stokes Equation System (Articles)

Robert Lloyd Jackson

Open Journal of Fluid Dynamics Vol.12 No.1, March 16, 2022

DOI: 10.4236/ojfd.2022.121005 324 Downloads 1,264 Views Citations
Java Simulation of Au Diffusion in Si Affected by Vacancies and Self-Interstitials: Partial Differential Equations (Articles)

Masami Morooka

Journal of Software Engineering and Applications Vol.5 No.10, October 31, 2012

DOI: 10.4236/jsea.2012.510089 4,174 Downloads 6,385 Views Citations
The Solutions for the Eco-Epidemic Model with Homotopy Analysis Method (Articles)

Xiurong Chen

Engineering Vol.5 No.10B, December 17, 2013

DOI: 10.4236/eng.2013.510B091 4,319 Downloads 6,136 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,538 Downloads 4,856 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Artificial Neural Networks Approach for Solving Stokes Problem (Articles)

Modjtaba Baymani, Asghar Kerayechian, Sohrab Effati

Applied Mathematics Vol.1 No.4, October 29, 2010

DOI: 10.4236/am.2010.14037 6,705 Downloads 12,921 Views Citations

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