On analytical solutions of the Black-Scholes equation

DOI10.1016/j.aml.2008.04.002zbMath1159.91014OpenAlexW2081896369MaRDI QIDQ1003861

Yao Zheng, Martin J. Bohner

Publication date: 4 March 2009

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2008.04.002

zbMATH Keywords

analytical solutionBlack-Scholes equationAdomian decomposition

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Stochastic systems