Examinando por Autor "Bohner, Martin"
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Ítem European Call Option Pricing using the Adomian Decomposition Method(2014-01-01) Bohner, Martin; Freddy H. Marin sanchez; RodrÍguez, StefanÍa; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)This article explores the Adomian decomposition method applied to the pricing of European call options in a risk-neutral world with an asset that pays and one that does not pay dividends...Ítem European Call Option Pricing using the Adomian Decomposition Method(2014-01-01) Bohner, Martin; Freddy H. Marin sanchez; RodrÍguez, StefanÍa; Universidad EAFIT. Escuela de Ciencias; Modelado MatemáticoThis article explores the Adomian decomposition method applied to the pricing of European call options in a risk-neutral world with an asset that pays and one that does not pay dividends...