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- W2182020757 abstract "This paper concerns the numerical solution of the three-dimensional Heston- Cox- Ingersoll- Ross (HCIR) partial differential equation for the fair values of European- style financial options. Adomian decomposition method and Homotopy perturbation method are two powerful methods which consider an approximate solution of the HCIR stochastic differential equation which is reformed to PDE form. Also, the theoretical analysis of these methods shows two methods are equivalent in solving nonlinear equations." @default.
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- W2182020757 date "2014-01-01" @default.
- W2182020757 modified "2023-09-27" @default.
- W2182020757 title "On pricing European options under HCIR model: A comparative study" @default.
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