Pages that link to "Item:Q2323885"
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The following pages link to A nonlinear option pricing model through the Adomian decomposition method (Q2323885):
Displaying 13 items.
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- The adjoint method for the inverse problem of option pricing (Q1718099) (← links)
- Approximate analytical solution of the nonlinear Bethe equation (Q1738705) (← links)
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (Q2136813) (← links)
- Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- (Q3655790) (← links)
- AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (Q4607627) (← links)
- (Q5409165) (← links)
- Lower bound approximation of nonlinear basket option with jump-diffusion (Q5855718) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
