He's Polynomials for Analytical Solutions of theBlack Scholes Pricing Model for Stock OptionValuation
The Black Scholes model is one of the most famous and useful models for option valuation as regards option pricing theory. In this paper, we propose a semianalytical method referred to as He's polynomials for solving the classical Black Scholes pricing model with stock as the underlying asset. The proposed method gives the exact solution of the solved problem in a very simple and quick manner even with less computational work while still maintaining high level of accuracy. Hence, we recommend an extension and adoption of this method for solving problems arising in other areas of financial engineering, finance, and applied sciences