Solution to the Black-Scholes equation through the Adomian decomposition method
Solution to the Black-Scholes equation through the Adomian decomposition method
The Adomian Decomposition Method (ADM) is applied to obtain a fast and reliable solution to the Black-Scholes equation with boundary condition for a European option. We cast the problem of pricing a European option with boundary conditions in terms of a diffusion partial differential equation with h...
| Título de la revista: | ECORFAN Journal-Mexico |
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| Primer autor: | Luis Blanco Cocom |
| Otros autores: | Eric Ávila Vales; Ángel G. Estrella |
| Palabras clave: | |
| Idioma: | Inglés |
| Enlace del documento: | http://www.ecorfan.org/pdf/ECORFAN%20Journal-M%C3%A9xico%20V2%20N5_5.pdf |
| Tipo de recurso: | Documento de revista |
| Fuente: | ECORFAN Journal-Mexico; Vol 2, No 5 (Año 2011). |
| Entidad editora: | ECORFAN México |
| Organismos colaboradores: | INEDITO |
| Derechos de uso: | Sin permisos preestablecidos |
| Materias: | Ciencias Sociales y Humanidades --> Negocios |
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