On the Solution of the Black-Sholes Equation with Jump Process
Abstract
In this paper, we study the well known equation that is the Black-Scholes equation by considering its solution for the case
of jump processes, particularly the jumps of prices of the stock models can be interpreted by the concepts of distribution
theory.
This work is licensed under a Creative Commons Attribution 3.0 License.
Journal of Mathematics Research ISSN 1916-9795 (Print) ISSN 1916-9809 (Online)
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Journal of Mathematics Research