The Adomian Decomposition Method for Standard Power Options
Black-Scholes model derived by Black and Scholes is worldwide used mathematical model for valuing option price. This model brings a new quantitative approach for researcher to finding theoretical values of options. They derived the model of European options for plain vanilla payoffs. Black-Scholes m...
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| Format: | Article |
| Language: | English |
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Accademia Piceno Aprutina dei Velati
2022-06-01
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| Series: | Ratio Mathematica |
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| Online Access: | http://eiris.it/ojs/index.php/ratiomathematica/article/view/783 |