2023
DOI: 10.52589/ajmss-zxrd77uv
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Calculation of a Class of Confluent Hypergeometric Equation and Analysis of its Roles in Option Pricing Models

Abstract: The confluent hypergeometric equation is one of the most important differential equations in physics, chemistry, finance and many more. This work deals with the power series solution of a class of confluent hypergeometric equation with α, a real constant and z, an independent variable. The confluent hypergeometric function of the first kind M(α,α+2,z) is derived together with the second power series solution, M ̃(α,α+2,z). The analysis of the roles of the derived function in option pricing models are given.

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