논문 상세

THE DYNAMICS OF EUROPEAN-STYLE OPTION PRICING IN THE FINANCIAL MARKET UTILIZING THE BLACK-SCHOLES MODEL WITH TWO ASSETS, SUPPORTED BY VARIATIONAL ITERATION TECHNIQUE

출판일
20240730
ISSN
(P)2671-4000 / (E)2636-1612
수록정보
권 3_4호 141 ~ 154쪽
식별자 정보
DOI10.23091/japm.2024.141
KCIART003103665

논문 저자

No 이름 이메일 기관
1 FAROOQ AHMED SHAH - COMSATS University Islamabad, Attock Campus
2 TAYYAB ZAMIR - COMSATS University Islamabad, Attock Campus
3 EHSAN UL HAQ - Hong Kong Baptist University
4 IQRA ABID - COMSATS University Islamabad, Attock Campus