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Fadugba, S.E. and Ogunrinde, R.B. (2014) Black-Scholes Partial Differential Equation in the Mellin Transform Domain. International Journal of Scientific and Technology Research, 3, 200-206.

has been cited by the following article:

• TITLE: A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market

  AUTHORS: Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

  KEYWORDS: Black-Scholes-Merton Model, Boundary Value Problem, European Call Option, Financial Market, Laplace Transform

  JOURNAL NAME: Applied Mathematics, Vol.7 No.9, May 26, 2016

  ABSTRACT: In this paper, we present a new approach for solving boundary value problem in partial differential equation arising in financial market by means of the Laplace transform. The result shows that the Laplace transform for the price of the European call option which pays dividend yield reduces to the Black-Scholes-Merton model.