keyword Black-Scholes equation ‎/ (3 Article)

Writer : Mashayekhi، Sima ؛ Mousavi، Seyed Nourollah ؛

Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2024, Volume 4 - Number 1 (‎12 page(s) - From 147 to 158 )

Keywords:GreeksMonte-Carlo simulationfinite difference schemeBlack-Scholes equationNonlinear partial differential equation

Corresponding Author : Keyghobadi، Amirreza ؛ Writer : Behzadi، Shadan Sedigh ؛ Gervei، Fatemeh ؛

Journal:Advances in Mathematical Finance and Applications»Autumn 2021, Volume 6 - Issue 4 Ranking الف (Ministry of Science/ISC (‎12 page(s) - From 819 to 830 )

Keywords:Black-Scholes equationFractional equationsJacobi polynomialAirfoil polynomialMarket power Exchange

Writer : Safdari، Ali ؛ Karami، Parisa ؛

Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (‎5 page(s) - From 59 to 63 )

Keywords:Brownian motionStochastic Differential EquationsMerton modelBlack-Scholes equation