European Call option pricing by the Adomian decomposition method
Fecha
2011
Autores
Rodriguez, S.
Marin, Freddy
Rodriguez, S.
Marin, Freddy
Título de la revista
ISSN de la revista
Título del volumen
Editor
Universidad EAFIT
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.