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

• Type: Journal
• Year: 2006
• Where: APPML
• Authors: Marianito R. Rodrigo, Rogemar S. Mamon
• Keywords: APPML 2006, Explicit Formula, Simple Derivation, Strike Price