A Study on Numerical Solution of Black-Scholes Model

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Journal of Mathematical Finance

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"A Study on Numerical Solution of Black-Scholes Model"
written by Md. Nurul Anwar, Laek Sazzad Andallah,
published by Journal of Mathematical Finance, Vol.8 No.2, 2018

has been cited by the following article(s):

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[2]	Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
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[4]	The modified homotopy perturbation method and its application to the dynamics of price evolution in Caputo-fractional order Black Scholes model
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[5]	An analytical solution to time-space fractional Black-Scholes option pricing model
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[6]	Numerical Schemes for Black-Scholes Equation with Error Dynamics
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[7]	Pricing European options using artificial neural networks
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[8]	Determination of Microinsurance Premiums in Cattle Farms Based on Protein Content Index and Milk Production Using the Black-Scholes Method
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[9]	A Numerical Study of Different Convenient Methods for Pricing Put Option
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[10]	Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions
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[11]	A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation
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[12]	Physics-Informed Convolutional Transformer for Predicting Volatility Surface
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[13]	Approximate price of the option under discretization by applying fractional quadratic interpolation
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[14]	Using the Power Series Method to Evaluate Non-Linear Contingent Claim Partial Differential Equations
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[15]	European Call Options Pricing Numerically using Finite Element Method
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[17]	Engineering Financial Performance Evaluation of Wireless Network Based on Intelligent Neural Network Model
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[18]	Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials
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[19]	A Study on Analytical and Numerical Solutions of Three Types of Black-Scholes Models
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[20]	Solving fractional Black–Scholes equation by using Boubaker functions
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[21]	A Study on Analytical and Numerical Solutions of Three Types of Black Scholes Models
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[22]	A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing.
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[23]	Recent developments and applicability of the black and scholes model in option pricing: A literature review
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[24]	ASemi-analytical Solution of the Black-Scholes Pricing Model for European Call Option
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[25]	Monotone Finite-Difference Schemes With Second Order Approximation Based on Regularization Approach for the Dirichlet Boundary Problem of the Gamma …
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[26]	On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks
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[27]	A Comparative Study between Implicit and Crank-Nicolson Finite Difference Method for Option Pricing
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[28]	Numerical approach to the black-scholes model using Mamadu-Njoseh polynomials as basis functions
	Nigerian Journal of Science and Environment, 2020

[29]	A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations
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[30]	Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations
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[31]	A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities
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[32]	Numerical analysis of the European and American options with the SPH method
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[33]	Valuation of Surrender Options Based of an Insured with Multi-morbidity
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[2]	Physics-informed convolutional transformer for predicting volatility surface Quantitative Finance, 2024 DOI:10.1080/14697688.2023.2294799

[3]	Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials Mathematical Sciences, 2023 DOI:10.1007/s40096-021-00439-9

[4]	Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions Computational Economics, 2023 DOI:10.1007/s10614-022-10242-w

[5]	The modified homotopy perturbation method and its application to the dynamics of price evolution in Caputo-fractional order Black Scholes model Beni-Suef University Journal of Basic and Applied Sciences, 2023 DOI:10.1186/s43088-023-00433-1

[6]	A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation Mathematics, 2022 DOI:10.3390/math10111846

[7]	Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions Computational Economics, 2022 DOI:10.1007/s10614-022-10242-w

[8]	A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation Mathematics, 2022 DOI:10.3390/math10111846

[9]	Solving fractional Black–Scholes equation by using Boubaker functions Mathematical Methods in the Applied Sciences, 2021 DOI:10.1002/mma.7270

[10]	Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials Mathematical Sciences, 2021 DOI:10.1007/s40096-021-00439-9

[11]	On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks Computational Economics, 2021 DOI:10.1007/s10614-020-10070-w

[12]	Engineering Financial Performance Evaluation of Wireless Network Based on Intelligent Neural Network Model Wireless Communications and Mobile Computing, 2021 DOI:10.1155/2021/4297439

[13]	Modeling and Approximated Procedure Life Insurance Bond by the Stochastic Mortality and Short Interest Rate International Journal of Applied and Computational Mathematics, 2021 DOI:10.1007/s40819-021-01199-9

[14]	Engineering Financial Performance Evaluation of Wireless Network Based on Intelligent Neural Network Model Wireless Communications and Mobile Computing, 2021 DOI:10.1155/2021/4297439

[15]	Monotone Finite-Difference Schemes With Second Order Approximation Based on Regularization Approach for the Dirichlet Boundary Problem of the Gamma Equation IEEE Access, 2020 DOI:10.1109/ACCESS.2020.2978594

[16]	A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities Mathematics, 2019 DOI:10.3390/math7080760

[17]	A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations Physica A: Statistical Mechanics and its Applications, 2019 DOI:10.1016/j.physa.2019.122040

[18]	A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities Mathematics, 2019 DOI:10.3390/math7080760

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