A nonlinear option pricing model through the Adomian decomposition method (Q2323885)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear option pricing model through the Adomian decomposition method |
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A nonlinear option pricing model through the Adomian decomposition method (English)
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13 September 2019
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option pricing
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nonlinear Black-Scholes equation
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illiquid markets
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Adomian decomposition method
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Adomian polynomials
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