Study of Black-Scholes Model and its Applications

被引：16
|
作者：
Shinde, A. S. [1 ]
Takale, K. C. [1 ]
机构：
[1] VPMs BN Bandodkar Coll Sci Thane W, Dept Math, Thana, Maharashtra, India
来源：
INTERNATIONAL CONFERENCE ON MODELLING OPTIMIZATION AND COMPUTING | 2012年 / 38卷
关键词：
Option price; Black-Scholes; European call option; Volatility; Maple;
D O I：
10.1016/j.proeng.2012.06.035
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
The aim of this paper is to study the Black-Scholes option pricing model. We discuss some definitions and different derivations, which are useful for further development of Black-Scholes formula and Black-Scholes partial differential equation. As an application, we obtain the solution of the Black-Scholes equation and it is represented graphically by Maple software. (c) 2012 Published by Elsevier Ltd. Selection and/or peer-review under responsibility of Noorul Islam Centre for Higher Education
引用
收藏
页码：270 / 279
页数：10
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