SOLVING THE IVANCEVIC OPTION PRICING MODEL USING THE ELSAKI-ADOMIAN DECOMPOSITION METHOD (Q5740985)
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scientific article; zbMATH DE number 6605130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOLVING THE IVANCEVIC OPTION PRICING MODEL USING THE ELSAKI-ADOMIAN DECOMPOSITION METHOD |
scientific article; zbMATH DE number 6605130 |
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SOLVING THE IVANCEVIC OPTION PRICING MODEL USING THE ELSAKI-ADOMIAN DECOMPOSITION METHOD (English)
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20 July 2016
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Ivancevic option pricing
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Adomian decomposition method (ADM)
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Elsaki transform
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Adomian polynomials
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