Removing non-smoothness in solving Black-Scholes equation using a perturbation method

Publication date: Available online 19 April 2021Source: Physics Letters AAuthor(s): Endah R.M. Putri, Lutfi Mardianto, Amirul Hakam, Chairul Imron, Hadi Susanto

Source: Physics Letters A - April 20, 2021 Category: Physics Source Type: research