On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm

The key aim of the paper is to show that how the efficiently the Reduced Differential Transform Algorithm (RDTA) can be employed to price the exotic financial options. In this paper we have computed the exact solution of the parabolic partial differential equation governing the dynamics of put-call...

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Main Authors:	Javed Hussain, Muhammad Shoaib Khan
Format:	Article
Language:	English
Published:	Etamaths Publishing 2020-05-01
Series:	International Journal of Analysis and Applications
Online Access:	http://etamaths.com/index.php/ijaa/article/view/2057

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spelling	doaj-c40476c0a9354d8a95188774b5ffc56e2021-08-26T13:44:40ZengEtamaths PublishingInternational Journal of Analysis and Applications2291-86392020-05-01183513530459On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform AlgorithmJaved Hussain0Muhammad Shoaib KhanSukkur IBA University Pakistan; University of York UKThe key aim of the paper is to show that how the efficiently the Reduced Differential Transform Algorithm (RDTA) can be employed to price the exotic financial options. In this paper we have computed the exact solution of the parabolic partial differential equation governing the dynamics of put-call parity in the mathematical theory of Asian options, by means of RDTA.http://etamaths.com/index.php/ijaa/article/view/2057
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Javed Hussain Muhammad Shoaib Khan
spellingShingle	Javed Hussain Muhammad Shoaib Khan On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm International Journal of Analysis and Applications
author_facet	Javed Hussain Muhammad Shoaib Khan
author_sort	Javed Hussain
title	On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm
title_short	On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm
title_full	On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm
title_fullStr	On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm
title_full_unstemmed	On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm
title_sort	on the pricing of call-put parities of asian options by reduced differential transform algorithm
publisher	Etamaths Publishing
series	International Journal of Analysis and Applications
issn	2291-8639
publishDate	2020-05-01
description	The key aim of the paper is to show that how the efficiently the Reduced Differential Transform Algorithm (RDTA) can be employed to price the exotic financial options. In this paper we have computed the exact solution of the parabolic partial differential equation governing the dynamics of put-call parity in the mathematical theory of Asian options, by means of RDTA.
url	http://etamaths.com/index.php/ijaa/article/view/2057
work_keys_str_mv	AT javedhussain onthepricingofcallputparitiesofasianoptionsbyreduceddifferentialtransformalgorithm AT muhammadshoaibkhan onthepricingofcallputparitiesofasianoptionsbyreduceddifferentialtransformalgorithm
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On the Pricing of Call-Put Parities of Asian Options by Reduced Differential Transform Algorithm

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