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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Bibliographic Details
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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