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European Call Option Pricing using the Adomian Decomposition Method

descriptionPublicationkeyboard_double_arrow_right Article 12 Apr 2021 Colombia English
Authors: Bohner, Martin; Freddy H. Marin sanchez; RodrÍguez, StefanÍa;

handle: 10784/28047 , 10784/27776

European Call Option Pricing using the Adomian Decomposition Method

Abstract

This 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...

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Colombia
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Keywords

Black?Scholes equation, Adomian decomposition method, European call option pricing.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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