A series solution of Black-Scholes equation under jump diffusion model

Mathematics

• Jump-diffusion Model 90%
• Black-Scholes Equation 88%
• Option Pricing 77%
• Series Solution 73%
• Black-Scholes 43%
• Polynomial Chaos 43%
• Partial Integro-differential Equation 42%
• Hermite Polynomials 37%
• Taylor Expansion 37%
• Simplify 29%
• Ordinary differential equation 25%
• Partial differential equation 23%
• Numerical Examples 20%
• Term 17%

Business & Economics

• Black-Scholes Equation 100%
• Jump-diffusion Model 85%
• Option Pricing 67%
• Polynomials 64%
• Integro-differential Equation 48%
• Differential Equations 43%
• Partial Differential Equations 41%
• Black-Scholes 38%
• Chaos 36%
• Integral 28%

Engineering & Materials Science

• Polynomials 50%
• Integrodifferential equations 47%
• Ordinary differential equations 35%
• Chaos theory 33%
• Partial differential equations 32%
• Costs 25%