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
Conservation laws for the Black–Scholes equation
✍ Scribed by R.M. Edelstein; K.S. Govinder
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 471 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1468-1218
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