Browsing Faculty of Graduate Studies Online Theses by Subject "exceptional hermite polynomials"
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Exactly Solvable Diffusion Equations and Pricing Models Based on Exceptional Hermite Polynomials
(2023-07-31)In 1973, Black-Scholes and Merton developed a partial differential equation that models the price evolution of a European call option, now referred to as the Black-Scholes equation. Because of its importance in options ...