Author:
Hakam Amirul,Putri Endah R. M.,Mardianto Lutfi
Publisher
Springer Nature Singapore
Reference10 articles.
1. Jiang, L.: Mathematical Modeling and Methods of Option Pricing. World Scientific Publishing Company (2005)
2. Wilmott, P., Dewynne, J., Howison, S.: Option Pricing: Mathematical Models and Computation. Oxford Financial Press, Oxford (1993)
3. Panini, R.: Option Pricing with Mellin Transforms. State University of New York at Stony Brook (2004)
4. Jódar, L., Sevilla-Peris, P., Cortes, J., Sala, R.: A new direct method for solving the Black-Scholes equation. Appl. Math. Lett. 18(1), 29–32 (2005)
5. Bohner, M., Zheng, Y.: On analytical solutions of the Black-Scholes equation. Appl. Math. Lett. 22(3), 309–313 (2009)