Optimization of the Black-Scholes Equation with the Numerical Method of Local Expansion to Minimize Risk Coverage

Subject Areas : Numerical Methods in Mathematical Finance

Amirreza Keyghobadi ¹ , Shadan Behzadi ² , Fatemeh Gervei ³

1 - Department of Accounting, Central Tehran Branch, Islamic Azad University, Tehran, Iran.
2 - Department of Mathematics, Qazvin Branch, Islamic Azad University, Qazvin, Iran.
3 - Department of Mathematics, Qazvin Branch, Islamic Azad University, Qazvin, Iran.

Received: 2018-11-18 Accepted : 2020-03-11 Published : 2021-10-01

Keywords:

References:

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