Solving the Ivancevic option pricing model using the Elsaki-Adomian decomposition method (Q5740985)
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scientific article; zbMATH DE number 6605130
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| English | Solving the Ivancevic option pricing model using the Elsaki-Adomian decomposition method |
scientific article; zbMATH DE number 6605130 |
Statements
SOLVING THE IVANCEVIC OPTION PRICING MODEL USING THE ELSAKI-ADOMIAN DECOMPOSITION METHOD (English)
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20 July 2016
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Ivancevic option pricing
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Adomian decomposition method (ADM)
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Elsaki transform
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Adomian polynomials
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0.7627421021461487
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0.7531000971794128
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0.7524902820587158
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0.7501338720321655
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