• Solution of the black-scholes equation via the Adomian decomposition method 

      LUIS DANIEL BLANCO COCOM; ANGEL GABRIEL ESTRELLA GONZALEZ; ERIC JOSE AVILA VALES
      The Adomian Decomposition Method (ADM) is applied to obtain a fast and reliable solution to the BlackScholes equation with boundary condition for a European option. We cast the problem of pricing a European option with ...