Numerical Solution of Black – Scholes Partial Differential Equation using Direct Solution of Second - Order Ordinary Differential Equation with Two - Step Hybrid Block Method of Order Seven

Olaiya O. O.; Oduwole H. K.; Odeyemi J. K.

Numerical Solution of Black – Scholes Partial Differential Equation using Direct Solution of Second - Order Ordinary Differential Equation with Two -… | Science World Journal

This paper proposes a new numerical solution of Black-Scholes Partial Differential Equation using Direct solution of second-order Ordinary Differential Equation…