Open AccessAnalytical Solution of Black-Scholes Model for Pricing Barrier Option using Method of Partial Taylor Series Expansion
Author(s) -
Gbeminiyi Sobamowo
Publication year - 2022
Publication title -
earthline journal of mathematical sciences
Language(s) - English
Resource type - Journals
ISSN - 2581-8147
DOI - 10.34198/ejms.10222.439456
Subject(s) - taylor series , partial differential equation , mathematics , black–scholes model , homotopy analysis method , series expansion , barrier option , homotopy perturbation method , series (stratigraphy) , work (physics) , homotopy , mathematical analysis , mathematical optimization , physics , econometrics , volatility (finance) , paleontology , pure mathematics , biology , thermodynamics
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