AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (Q4607627)
From MaRDI portal
scientific article; zbMATH DE number 6849831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD |
scientific article; zbMATH DE number 6849831 |
Statements
AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (English)
0 references
14 March 2018
0 references
Adomian decomposition method
0 references
European option
0 references
digital option
0 references
Vasicek model
0 references
0 references
0 references
0 references
0 references
