Title of article
On analytical solutions of the Black–Scholes equation
Author/Authors
Bohner، نويسنده , , Martin and Zheng، نويسنده , , Yao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
5
From page
309
To page
313
Abstract
This work presents a theoretical analysis for the Black–Scholes equation. Given a terminal condition, the analytical solution of the Black–Scholes equation is obtained by using the Adomian approximate decomposition technique. The mathematical technique employed in this work also has significance in studying some other problems in finance theory.
Keywords
analytical solution , Black–Scholes equation , Adomian decomposition
Journal title
Applied Mathematics Letters
Serial Year
2009
Journal title
Applied Mathematics Letters
Record number
1525744
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