Solutions of a class of partial differential equations with application to the Black-Scholes equation

Chanane B.

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Solutions of a class of partial differential equations with application to the Black-Scholes equation

机译：一类偏微分方程的解及其在Black-Scholes方程中的应用

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摘要

In this paper we shall derive the solutions of a class of partial differential equations and its application to the Black-Scholes equation.

机译：在本文中，我们将推导一类偏微分方程的解并将其应用于Black-Scholes方程。

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《Applied mathematics and computation》 |2011年第19期|共6页
作者
Chanane B.;
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原文格式 PDF
正文语种 eng
中图分类数值分析;
关键词
Black-Scholes equation; Option pricing; Partial differential equations;

机译：Black-Scholes方程;期权定价;偏微分方程;

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专利

1. Solutions of a class of partial differential equations with application to the Black-Scholes equation [J] . Chanane B. Applied mathematics and computation . 2011,第19期

机译：一类偏微分方程的解及其在Black-Scholes方程中的应用
2. An extended Crank-Nicholson method and its Applications in the Solution of Partial Differential Equations: 1-D and 3-D Conduction Equations [J] . Nikos E. Mastorakis WSEAS Transactions on Mathematics . 2007,第2期

机译：扩展的Crank-Nicolson方法及其在偏微分方程（1-D和3D传导方程）解中的应用
3. Application of the Special Series Method to the Construction of New Classes of Solutions of Nonlinear Partial Differential Equations [J] . M. Yu. Filimonov Differential equations: A translation of differensial'nye uraveniya . 2003,第6期

机译：特殊级数法在构造非线性偏微分方程新解中的应用
4. An extended Crank-Nicholson method and its Applications in the Solution of Partial Differential Equations: 1-D and 3-D Conduction Equations [C] . Nikos E. Mastorakis WSEAS MATH, TELE-INFO, SIP, CSECS International Conferneces . 2007

机译：延长的曲柄 - 尼古尔森方法及其在局部微分方程解决方案中的应用：1-D和3D传导方程
5. Numerical Techniques for the Solution of Partial Differential and Integral Equations on Irregular Domains with Applications to Problems in Electrowetting. [D] . Young, Patrick McKendree. 2010

机译：不规则域上偏微分和积分方程解的数值技术及其在电润湿问题中的应用。
6. ON A NEW APPROACH TO THE NUMERICAL SOLUTION OF A CLASS OF PARTIAL DIFFERENTIAL INTEGRAL EQUATIONS OF TRANSPORT THEORY [O] . Richard Bellman, Robert Kalaba 1965

机译：一类运输理论偏微分积分方程数值解的新方法
7. On the Analyticity of Solutions of Partial Differential Equations (PARTIAL DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS) [O] . OLEINIK O.A. 1976

机译：偏微分方程解的解析性（偏微分方程及其应用）
8. New Methods for Numerical Solution of One Class of Strongly Nonlinear Partial Differential Equations with Applications [R] . Oliker, V. I., Waltman, P. 1987

机译：一类强非线性偏微分方程数值解的新方法及其应用

Solutions of a class of partial differential equations with application to the Black-Scholes equation

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