This paper presents a bilinear Chebyshev pseudo-spectral method to compute European
and American option prices under the two-asset Black–Scholes and Heston models. We …

Abstract In this work, Black-Scholes differential equation for barrier/traditional option is
solved using partial Taylor series expansion method. The developed solutions are in very …

Comment on “Removing non-smoothness in solving Black-Scholes equation using a
perturbation method” - ScienceDirect Skip to main contentSkip to article Elsevier logo …

A basket option is an option that has received attention from investors because of its ability
to manage risks and gain exposure to a set of assets simultaneously. The complexity of …

In this study, we propose to determine option pricing by using Black-Scholes model
numerically. The Keller box method, a numerical method with a box-shaped implicit scheme …

In this study, we examine the transmission of the COVID-19 outbreak using a constructed
SIRD stochastic model. To determine the most appropriate model parameters, three …

In this paper, Black–Scholes partial differential equation for generalized modified log payoff
(ML-Payoff) functions is solved using a new proposed method called partial Taylor series …

In this paper, a new series solution method called partial Taylor series expansion method is
introduced for solving partial differential equations. The method is used in the present work …

This study proposes a general solution of the Black–Scholes equation to determine some
Rainbow options' prices, both analytically and semi-analytically. We formulate general …

Black–Scholes partial differential equation is a generally acceptable model in financial
markets for option pricing. However, without variable transformations, the provision of …