Adomian分解下非齐次Black-Scholes方程的算子级数解
An operator series solution of non-homogeneous Black-Scholes equation based on Adomian decomposition
-
摘要: 研究了带有终值条件并且系数依赖时间和空间的非齐次Black-Scholes方程.在Adomian分解法的基础上,得到它的含有算子形式迭代的一般级数解.Abstract: We investigate the non-homogeneous Black-Scholes equation with a given final value condition,in which the coefficients are time and space-dependent.A general operator series solution for this final value problem is obtained via Adomian decomposition.It generalized the main result in the literature.
下载: