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

页码：270 / 279

页数：10

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