Solution of BSM Differential Equation with Time Dependent Parameters for Standard Powered Option


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Authors

  • S J Ghevariya Department of Mathematics, Sardar Patel University, Vallabh Vidyanagar-388120, Gujarat, India

Keywords:

BSM differential equation, BSM model, plain vanilla option, standard powered option

Abstract

This paper deals to the solution of Black-Scholes-Merton (BSM) differential equation with time dependent parameters for standard powered option which is a generalization of well known plain vanilla option.

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Published

15-09-2019

How to Cite

S J Ghevariya. (2019). Solution of BSM Differential Equation with Time Dependent Parameters for Standard Powered Option. International Journal of Mathematics And Its Applications, 7(3), 119–121. Retrieved from http://ijmaa.in/index.php/ijmaa/article/view/236

Issue

Vol. 7 No. 3 (2019)

Section

Research Article

License

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.