2021-04-122014-01-0109735321http://hdl.handle.net/10784/28047This 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...engarticleAdomian decomposition methodBlack?Scholes equationEuropean call option pricing.2012-11-062021-04-12Bohner, MartinFreddy H. Marin sanchezRodrÍguez, StefanÍa