2021-04-122013-02-0123494891http://hdl.handle.net/10784/27778We propose a change of probability measure that allows to find a partial differential equation for valuing European call options on processes mean reversion, whose solution is approximated numerically by Adomian decomposition method.engNumerical Comparison Of Pricing Of European Call Options For Mean Reverting ProcessesarticleOption pricingAdomian decomposition methodmeasuring changefinite difference schemebinomial treesMonte Carlo Simulation.2021-04-12Freddy H. Marin sanchezVargas, CamiloPinzon, Margarita