has been cited by the following article(s):
[1]
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Homotopy perturbation method to solve Black Scholes differential equation for ML-payoff function
Journal of Interdisciplinary Mathematics,
2022
DOI:10.1080/09720502.2021.2012899
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[2]
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An improved Mellin transform approach to BSM formula of ML-payoff function
Journal of Interdisciplinary Mathematics,
2019
DOI:10.1080/09720502.2019.1677314
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[3]
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Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
Lithuanian Mathematical Journal,
2018
DOI:10.1007/s10986-018-9380-9
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[4]
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BSM model for ML-payoff function through PDTM
Asian-European Journal of Mathematics,
2018
DOI:10.1142/S1793557120500242
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[5]
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Imaginary Mass, Black Scholes Variance, and Group Quantization
SSRN Electronic Journal ,
2018
DOI:10.2139/ssrn.3140485
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