On analytical solutions of the Black-Scholes equation

Applied Mathematics Letters

Volumn 22, Issue 3, 2009, Pages 309-313

  Bohner, Martin ^a   Zheng, Yao ^b  

^a MISSOURI UNIVERSITY OF SCIENCE AND TECHNOLOGY   (United States)

^b RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Adomian decomposition; Analytical solution; Black Scholes equation

Indexed keywords

ELECTRIC NETWORK ANALYSIS; MATHEMATICAL TECHNIQUES;

ADOMIAN DECOMPOSITION; ANALYTICAL SOLUTION; ANALYTICAL SOLUTIONS; BLACK-SCHOLES EQUATION; DECOMPOSITION TECHNIQUES; THEORETICAL ANALYSES;

SOLUTIONS;

EID: 56949102079     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.aml.2008.04.002     Document Type: Article

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