THE USE OF ITERATIVE METHODS FOR SOLVING BLACK-SCHOLES EQUATION

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SADIGH BEHZADI SH.

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Journal: INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS Year:2013 | Volume:5 | Issue:1 Page(s): 1-11

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Information Journal Paper

Title

THE USE OF ITERATIVE METHODS FOR SOLVING BLACK-SCHOLES EQUATION

Author(s)

SADIGH BEHZADI SH. | Issue Writer Certificate

Keywords

BLACK-SCHOLES EQUATIONQ2

ADOMIAN DECOMPOSITION METHOD (ADM)Q2

MODI ED ADOMIAN DECOMPOSITION METHOD (MADM)Q2

VARIATIONAL ITERATION METHOD (VIM)Q2

MODI ED VARIATIONAL ITERATION METHOD (MVIM)Q2

HO- MOTOPY PERTURBATION METHOD (HPM)Q2

MODI ED HOMOTOPY PERTURBATION METHOD (MHPM)Q2

HOMOTOPY ANALYSIS METHOD (HAM)Q2

Abstract

In this paper, the BLACK-SCHOLES EQUATION is solved by using the Adomian’s decomposition method, modified Adomian’s decomposition method, variational iteration method, modified variational iteration method, homotopy perturbation method, modified homotopy perturbation method and homotopy analysis method. The existence and uniqueness of the solution and convergence of the proposed methods are proved in details. A numerical example is studied to demonstrate the accuracy of the presented methods.

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APA: Copy

SADIGH BEHZADI, SH.. (2013). THE USE OF ITERATIVE METHODS FOR SOLVING BLACK-SCHOLES EQUATION. INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS, 5(1), 1-11. SID. https://sid.ir/paper/231644/en

Vancouver: Copy

SADIGH BEHZADI SH.. THE USE OF ITERATIVE METHODS FOR SOLVING BLACK-SCHOLES EQUATION. INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS[Internet]. 2013;5(1):1-11. Available from: https://sid.ir/paper/231644/en

IEEE: Copy

SH. SADIGH BEHZADI, “THE USE OF ITERATIVE METHODS FOR SOLVING BLACK-SCHOLES EQUATION,” INTERNATIONAL JOURNAL OF INDUSTRIAL MATHEMATICS, vol. 5, no. 1, pp. 1–11, 2013, [Online]. Available: https://sid.ir/paper/231644/en

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