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Publication:2822979
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zbMath1363.91100MaRDI QIDQ2822979

Hossein Aminikhah, Farshid Mehrdoust

Publication date: 5 October 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Laplace transform methodBlack-Scholes equationEuropean option pricinghomotopy perturbation method


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Second-order parabolic equations (35K10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)


Related Items (1)

On the approximation of the Black and Scholes call function







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