Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method''
type: Item
instance of: scholarly article
title: Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method''
author: Francisco M. Fernández
published in: Physics Letters. A
publication date: 2022-10-27T00:00:00Z
Mathematics Subject Classification ID: 81-XX
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7608461
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: smoothness
zbMATH Keywords: homotopy perturbation series
zbMATH Keywords: Taylor series
MaRDI profile type: Publication
full work available at URL: j.physleta.2022.128446
OpenAlex ID: W4296984525
cites work: Removing non-smoothness in solving Black-Scholes equation using a perturbation method
cites work: AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD
DOI: 10.1016/J.PHYSLETA.2022.128446
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description: scientific article; zbMATH DE number 7608461