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