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Can I read On analytical solutions of the Black–Scholes equation on EtoBox?
On analytical solutions of the Black–Scholes equation by Martin Bohner; Yao Zheng is a Mathematics article available to read on EtoBox.
What is On analytical solutions of the Black–Scholes equation about?
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.
Who reads On analytical solutions of the Black–Scholes equation?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Martin Bohner; Yao Zheng
- Publisher
- Elsevier Science; Elsevier ; Elsevier Ltd.; Elsevier BV (ISSN 0893-9659)
- Published
- 2009
- Language
- EN
- Field
- Mathematics (Physical Sciences)