European Call option pricing by the Adomian decomposition method
Fecha
2011
Autores
Rodriguez, S.
Marin, Freddy
Rodriguez, S.
Marin, Freddy
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Título de la revista
ISSN de la revista
0973-5321
Título del volumen
Editor
Universidad EAFIT
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Resumen
An option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred to as exercising the option. The fixed price is termed the strike price, and the given date, the expiration date. A call option gives the right to buy the shares; a put option gives the right to sell the shares.