Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method

DOI10.1016/J.PHYSLETA.2022.128446OpenAlexW4296984525MaRDI QIDQ2093727

Francisco M. Fernández

Publication date: 27 October 2022

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2022.128446

zbMATH Keywords

Taylor seriessmoothnessBlack-Scholes equationhomotopy perturbation series

Mathematics Subject Classification ID

Quantum theory (81-XX) Statistical mechanics, structure of matter (82-XX)

Cites Work

• Removing non-smoothness in solving Black-Scholes equation using a perturbation method
• AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD

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