Numerical solution of the Black-Scholes partial differential equation for the option pricing model using the ADM-Kamal method (Q6151473)
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scientific article; zbMATH DE number 7814852
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| English | Numerical solution of the Black-Scholes partial differential equation for the option pricing model using the ADM-Kamal method |
scientific article; zbMATH DE number 7814852 |
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11 March 2024
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price of buy and sell options
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fractional partial differential equation
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Black-Scholes
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Kamal integral transform
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Adomian decomposition method
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0.8601463437080383
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0.8350337147712708
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0.8288268446922302
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0.825939953327179
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0.8207874298095703
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