Open AccessA SOLUTION METHOD OF THE MODIFIED BLACK-SCHOLES MODEL
Author(s) -
Qian Sun,
Lingyun Gao
Publication year - 2017
Publication title -
journal of mathematical sciences : advances and applications
Language(s) - English
Resource type - Journals
ISSN - 0974-5750
DOI - 10.18642/jmsaa_7100121878
Subject(s) - black–scholes model , mathematics , mathematical economics , econometrics , volatility (finance)