# On expansions for the Black-Scholes prices and hedge parameters

@article{Aguilar2019OnEF, title={On expansions for the Black-Scholes prices and hedge parameters}, author={Jean-Philippe Aguilar}, journal={Journal of Mathematical Analysis and Applications}, year={2019} }

Abstract We derive new formulas for the price of the European call and put options in the Black-Scholes model, under the form of uniformly convergent series generalizing previously known approximations; these series are obtained by means of tools from multidimensional complex analysis. We also provide precise boundaries for the convergence speed and apply the results to the calculation of hedge parameters (Greeks).

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