European Call option pricing by the Adomian decomposition method

An option is a security that gives its owner the right to trade in a fixed number of shares of a specified common stock at a fixed price at any time on or before a given date. The act of making this transaction is referred to as exercising the option. The fixed price is termed the strike price, and...

Full description

Autores:
Rodriguez, S.
Marin, Freddy
Rodriguez, S.
Marin, Freddy
Tipo de recurso:
Fecha de publicación:
2011
Institución:
Universidad EAFIT
Repositorio:
Repositorio EAFIT
Idioma:
eng
OAI Identifier:
oai:repository.eafit.edu.co:10784/4606
Acceso en línea:
http://hdl.handle.net/10784/4606
Palabra clave:
Rights
License
Acceso abierto