Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method'' (Q2093727): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physleta.2022.128446 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4296984525 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Removing non-smoothness in solving Black-Scholes equation using a perturbation method / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD / rank | |||
Normal rank | |||
Latest revision as of 16:24, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method'' |
scientific article |
Statements
Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method'' (English)
0 references
27 October 2022
0 references
Black-Scholes equation
0 references
smoothness
0 references
homotopy perturbation series
0 references
Taylor series
0 references
