European Call Option Pricing using the Adomian Decomposition Method

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dc.citation.journalTitleAdvances in Dynamical Systems and Applications
dc.contributor.authorBohner, Martinspa
dc.contributor.authorFreddy H. Marin sanchezspa
dc.contributor.authorRodrÍguez, StefanÍaspa
dc.contributor.departmentUniversidad EAFIT. Departamento de Economía y Finanzasspa
dc.contributor.researchgroupResearch in Spatial Economics (RISE)eng
dc.date.accessioned2012-11-06
dc.date.accessioned2021-04-12T14:26:17Z
dc.date.available2021-04-12T14:26:17Z
dc.date.issued2014-01-01
dc.description.abstractThis 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...eng
dc.identifierhttps://eafit.fundanetsuite.com/Publicaciones/ProdCientif/PublicacionFrw.aspx?id=5611
dc.identifier.issn09735321
dc.identifier.urihttp://hdl.handle.net/10784/28047
dc.language.isoengeng
dc.relation.urihttp://www.arpapress.com/Volumes/Vol14Is
dc.sourceAdvances in Dynamical Systems and Applications
dc.subject.keywordAdomian decomposition methodeng
dc.subject.keywordBlack?Scholes equationeng
dc.subject.keywordEuropean call option pricing.eng
dc.titleEuropean Call Option Pricing using the Adomian Decomposition Methodeng
dc.typearticleeng
dc.typeinfo:eu-repo/semantics/articleeng
dc.typeinfo:eu-repo/semantics/publishedVersioneng
dc.typepublishedVersioneng
dc.type.localArtículospa

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