Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing

Khatskevich V. L.

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Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing

机译：勒让德多项式的某些性质和控制期权定价的Black-Scholes方程的近似解

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We suggest a method for the approximation solution of a special boundary value problem for the Black-Scholes differential equation in the theory of options on the basis of the representation of the boundary condition specifying the option execution price in the form of a series in Legendre polynomials. New properties of Legendre polynomials are established.

机译：我们建议以期权定价理论中的Black-Scholes微分方程特殊边界值问题的近似解的方法为基础，以边界条件的表示形式，以勒让德多项式中的一系列形式指定期权执行价格。建立了勒让德多项式的新属性。

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《Differential equations: A translation of differensial'nye uraveniya》 |2015年第9期|共8页
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Khatskevich V. L.;
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正文语种 eng
中图分类微分方程、积分方程;
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1. Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing [J] . Khatskevich V. L. Differential equations: A translation of differensial'nye uraveniya . 2015,第9期

机译：勒让德多项式的某些性质和控制期权定价的Black-Scholes方程的近似解
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3. Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing [J] . Mohammadi Reza Computers & mathematics with applications . 2015,第8期

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4. A comparison between analytic and numerical solution of linear Black-Scholes equation governing option pricing: Using BANKNIFTY [C] . Kumar Madhu Sudan, Das Shorn Prasad, Reza Motahar . 2012

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5. Approximate solutions to second order parabolic equations with applications to option pricing. [D] . Cheng, Wen. 2011

机译：二阶抛物线方程的近似解及其在期权定价中的应用。
6. A Property of Legendre Polynomials [O] . F. Alberto Grünbaum 1970

机译：勒让德多项式的一个性质
7. Exact Solution of Fractional Black-Scholes European Option Pricing Equations [O] . Maryeme Ouafoudi, Fei Gao 2018

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Some properties of Legendre polynomials and an approximate solution of the Black-Scholes equation governing option pricing

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