He’s Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation

He’s Polynomials for Analytical Solutions of the Black-Scholes Pricing Model for Stock Option Valuation

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The Black-Scholes model is one of the most famous and useful models for option valuation as regards option pricing theory. In this paper, we propose a semianalytical method referred to as He’s polynomials for solving the classical Black-Scholes pricing model with stock as the underlying asset. The proposed method gives the exact solution of the solved problem in a very simple and quick manner...
 
Published at Proceedings of the World Congress on Engineering
Published in 2016
 
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S.O. Edeki, Member, IAENG, O.O. Ugbebor and E.A. Owoloko
OWOLOKO Alfred Enahoro » Owoloko Enahoro Alfred, holds a Diploma in Mathematics Education, B.Sc., M.Sc. (Industrial Mathematics) and Master of Business Admistration (M.B.A) all from the University of Benin, Benin City and Ph.D Industrial Mathematics from Covenant University, Ota, Nigeria. His Ph.D thesis was supervised by Prof. G.O.S. Ekhaguere of the University of Ibadan. His research interest include among others ... view full profile
OWOLOKO Alfred Enahoro
 
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