Open AccessSolution of the Black-Scholes equation via the Adomian decomposition method
Author(s) -
Eric José Avila,
Ángel G. Estrella,
Luis Daniel Blanco
Publication year - 2013
Publication title -
international journal of applied mathematical research
Language(s) - English
Resource type - Journals
ISSN - 2227-4324
DOI - 10.14419/ijamr.v2i4.871
Subject(s) - adomian decomposition method , mathematics , black–scholes model , boundary value problem , partial differential equation , mathematical analysis , homogeneous , series (stratigraphy) , econometrics , volatility (finance) , paleontology , combinatorics , biology