SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA)

DOI10.17654/DE024020133zbMath1499.49086OpenAlexW3157146448WikidataQ115234539 ScholiaQ115234539MaRDI QIDQ5076297

Kassiénou Lamien, Youssouf Paré, Paré Daouda, Blaise Some, Longin Some

Publication date: 16 May 2022

Published in: Advances in Differential Equations and Control Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/de024020133

zbMATH Keywords

European optionsSBA methodSchrödinger's non-linear equationadaptive wave modelIvancevic's option pricing model

Mathematics Subject Classification ID

Initial value problems for nonlinear higher-order PDEs (35G25) Decomposition methods (49M27) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Exact solution for nonlinear Schrödinger equation by He's frequency formulation
• The decomposition method applied to the Cauchy problem
• SOLVING THE IVANCEVIC OPTION PRICING MODEL USING THE ELSAKI-ADOMIAN DECOMPOSITION METHOD
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