European Call option pricing by the Adomian decomposition method

dc.citation.epage	85
dc.citation.issue	1
dc.citation.journalTitle	Advances in Dynamical Systems and Applications	eng
dc.citation.spage	75
dc.citation.volume	9
dc.contributor.author	Rodriguez, S.	spa
dc.contributor.author	Marin, Freddy	spa
dc.contributor.author	Rodriguez, S.
dc.contributor.author	Marin, Freddy
dc.contributor.department	Universidad EAFIT. Escuela de Ciencias	spa
dc.contributor.researchgroup	Modelado Matemático	spa
dc.date.accessioned	2014-12-12T15:41:26Z
dc.date.available	2014-12-12T15:41:26Z
dc.date.issued	2011
dc.description.abstract	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.	eng
dc.format	application/pdf
dc.identifier.issn	0973-5321
dc.identifier.uri	http://hdl.handle.net/10784/4606
dc.language.iso	eng	eng
dc.publisher	Universidad EAFIT
dc.rights.accessrights	info:eu-repo/semantics/openAccess	eng
dc.rights.local	Acceso abierto	spa
dc.source	Journal of Physics: Conference Series
dc.title	European Call option pricing by the Adomian decomposition method	eng
dc.type	article	eng
dc.type	info:eu-repo/semantics/article	eng
dc.type	info:eu-repo/semantics/publishedVersion	eng
dc.type	publishedVersion	eng
dc.type.local	Artículo	spa

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