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2006

An alternative approach to solving the Black-Scholes equation with time-varying parameters

9 years 11 months ago
An alternative approach to solving the Black-Scholes equation with time-varying parameters
In this note we provide a simple derivation of an explicit formula for the price of an option on a dividend-paying equity when the parameters in the Black
Marianito R. Rodrigo, Rogemar S. Mamon
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2006
Where APPML
Authors Marianito R. Rodrigo, Rogemar S. Mamon
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