An appropriate approach to pricing European-style options with the Adomian decomposition method (Q4607627)
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scientific article; zbMATH DE number 6849831
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| English | An appropriate approach to pricing European-style options with the Adomian decomposition method |
scientific article; zbMATH DE number 6849831 |
Statements
AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (English)
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14 March 2018
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Adomian decomposition method
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European option
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digital option
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Vasicek model
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0.8244589567184448
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0.8000366687774658
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0.7757011651992798
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0.7531000971794128
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