Analytical solution to the Black-Scholes Equation: Adomian Decomposition Method Versus Lie Algebraic Approach
In this paper, we compare two relevant methods to find Analytical solution of the Black-Scholes Equation. First, we apply the Adomian Decomposition Method as in [2], to obtain a solution to the aforementioned equation with boundary condition for a European option. Secondly, we apply the Lie algebrai...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Published: |
Institut Agama Islam Negeri (IAIN) Salatiga,
2022-06-01T00:00:00Z.
|
| Subjects: | |
| Online Access: | Connect to this object online. |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Internet
Connect to this object online.3rd Floor Main Library
| Call Number: |
A1234.567 |
|---|---|
| Copy 1 | Available |