Pages that link to "Item:Q4607627"
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The following pages link to AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (Q4607627):
Displaying 7 items.
- ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
- Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method'' (Q2093727) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- Using computational methodology to price European options with actual payoff distributions (Q2466715) (← links)
- (Q5260264) (← links)
- (Q5409165) (← links)
- Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
