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The homotopy perturbation method for the Black–Scholes equation

✍ Scribed by Gülkaç, Vildan


Book ID
120246011
Publisher
Taylor and Francis Group
Year
2009
Tongue
English
Weight
72 KB
Volume
80
Category
Article
ISSN
0094-9655

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Application of the homotopy perturbation
✍ Ahmet Yıldırım 📂 Article 📅 2010 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 94 KB

## Abstract In this paper, we will discuss the solution of an initial value problem of parabolic type. The main objective is to propose an alternative method of solution, one not based on finite difference or finite element or spectral methods. The aim of the present paper is to investigate the app