On analytical solutions of the Black-Scholes equation

Yao Zheng; Martin Bohner

doi:10.1016/j.aml.2008.04.002

On analytical solutions of the Black-Scholes equation

Yao Zheng
, Martin Bohner

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	309-313
Number of pages	5
Journal	Applied Mathematics Letters
Volume	22
Issue number	3
DOIs	https://doi.org/10.1016/j.aml.2008.04.002
State	Published - Mar 2009

ASJC Scopus Subject Areas

Applied Mathematics

Keywords

Adomian decomposition
Analytical solution
Black-Scholes equation

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10.1016/j.aml.2008.04.002

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title = "On analytical solutions of the Black-Scholes equation",

keywords = "Adomian decomposition, Analytical solution, Black-Scholes equation",

author = "Yao Zheng and Martin Bohner",

year = "2009",

month = mar,

doi = "10.1016/j.aml.2008.04.002",

language = "English",

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T1 - On analytical solutions of the Black-Scholes equation

AU - Zheng, Yao

AU - Bohner, Martin

PY - 2009/3

Y1 - 2009/3

KW - Adomian decomposition

KW - Analytical solution

KW - Black-Scholes equation

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U2 - 10.1016/j.aml.2008.04.002

DO - 10.1016/j.aml.2008.04.002

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EP - 313

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

IS - 3

ER -

On analytical solutions of the Black-Scholes equation

ASJC Scopus Subject Areas

Keywords

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