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The use of iterative methods for solving Black-Scholes equation
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نویسنده
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Allahviranloo Tofigh ,Behzadi Sh. S.
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منبع
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international journal of industrial mathematics - 2013 - دوره : 5 - شماره : 1 - صفحه:1 -11
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چکیده
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In this paper, the black-scholes equation is solved by using the adomian's decomposition method , modiedadomian's decomposition method , variational iteration method , modied variational iteration method, ho-motopy perturbation method, modied homotopy perturbation method and homotopy analysis method. theexistence and uniqueness of the solution and convergence of the proposed methods are proved in details. anumerical example is studied to demonstrate the accuracy of the presented methods.
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کلیدواژه
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Black-Scholes equation ,Adomian decomposition method ,Modied Adomian decomposition ,Variational iteration method ,Modied variational iteration method ,HPM ,Modied homotopy perturbation method ,HAM
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آدرس
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Authors
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