ListarFacultad de Matemáticas por tema "Adomian decomposition method"

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    • Solution of the black-scholes equation via the Adomian decomposition method 

      LUIS DANIEL BLANCO COCOM; ANGEL GABRIEL ESTRELLA GONZALEZ; ERIC JOSE AVILA VALES
      The Adomian Decomposition Method (ADM) is applied to obtain a fast and reliable solution to the BlackScholes equation with boundary condition for a European option. We cast the problem of pricing a European option with ...