On a method of solving the Black-Scholes Equation

2015/04/13 by Binur Yermukanova, Yermukanova, Binur, Laila Zhexembay +3
Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Mathematical and Theoretical Analysis #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1504.03074

openalex publication_date 2015/04/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The paper proposes a different method of solving a simplified version of the Black-Scholes equation. This paper will discuss the importance of the Black-Scholes equation and its applications in finance.

Related

• Black-Scholes Model, comparison between Analytical Solution and Numerical Analysis
• Intuitive Proof of Black-Scholes Formula Based on Arbitrage and Properties of Lognormal Distribution
• EXPLICIT CLOSED-FORM SOLUTION OF BLACK-SCHOLES EQUATION AND ITS APPLICATION TO CASH-OR-NOTHING BINARY OPTIONS
• A series representation for the Black-Scholes formula
• Revisiting the Black-Scholes equation