European Call Option Pricing using the Adomian Decomposition Method
Fecha
2014-01-01
Autores
Bohner, Martin
Freddy H. Marin sanchez
RodrÍguez, StefanÍa
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ISSN de la revista
09735321
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Resumen
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...