1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.MF2018
Pricing the Aunt Michaela Option with a Modified Black-Scholes Equation with a Maturity Condition of Gamma Type
Juan Ospina
Using Maple, we compute a new exact series solution of a modified Black-Scholes equation, recently proposed, for the case of the Aunt Michaela option with a maturity condition of g…
q-fin.CP2015★ 1 cited
New Analytical Solutions of a Modified Black-Scholes Equation with the European Put Option
Juan Ospina
Using Maple, we compute some analytical solutions of a modified Black-Scholes equation, recently proposed, in the case of the European put option. We show that the modified Black-S…