| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1710150 | Applied Mathematics Letters | 2009 | 5 Pages |
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.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Martin Bohner, Yao Zheng,