Matches in SemOpenAlex for { <https://semopenalex.org/work/W2901049595> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W2901049595 endingPage "866" @default.
- W2901049595 startingPage "866" @default.
- W2901049595 abstract "One of the main issues of concern in financial mathematics has been a viable method for obtaining analytical solutions of the Black-Scholes model associated with Arithmetic Asian Option (AAO). In this paper, a proposed semi-analytical technique: Adomian Decomposition Method (ADM) is applied for the first time, for analytical solution of a continuous arithmetic Asian option model. The ADM gives the solution in explicit form with few iterations. The computational work involved is less. However, high level of accuracy is not neglected. The obtained solution conforms with those of Rogers and Shi (J. of Applied Probability 32: 1995, 1077-1088), and Elshegmani and Ahmad (ScienceAsia, 39S: 2013, 67–69). Thus, the proposed method is highly recommended for analytical solution of other versions of Asian option pricing models such as the geometric form for puts and calls, even in their time-fractional forms." @default.
- W2901049595 created "2018-11-29" @default.
- W2901049595 creator A5039717297 @default.
- W2901049595 creator A5041471267 @default.
- W2901049595 creator A5058467970 @default.
- W2901049595 date "2019-04-01" @default.
- W2901049595 modified "2023-10-16" @default.
- W2901049595 title "Adomian decomposition method for analytical solution of a continuous arithmetic Asian option pricing model" @default.
- W2901049595 cites W1583393358 @default.
- W2901049595 cites W1967539618 @default.
- W2901049595 cites W1975321722 @default.
- W2901049595 cites W1978546594 @default.
- W2901049595 cites W2044080752 @default.
- W2901049595 cites W2059469232 @default.
- W2901049595 cites W2061724927 @default.
- W2901049595 cites W2082011983 @default.
- W2901049595 cites W2159151656 @default.
- W2901049595 cites W2163309473 @default.
- W2901049595 cites W2168730162 @default.
- W2901049595 cites W2298232730 @default.
- W2901049595 cites W2316080557 @default.
- W2901049595 cites W2407383984 @default.
- W2901049595 cites W2466826444 @default.
- W2901049595 cites W2599990759 @default.
- W2901049595 cites W2781577535 @default.
- W2901049595 cites W2906529768 @default.
- W2901049595 cites W3002174615 @default.
- W2901049595 cites W84393738 @default.
- W2901049595 doi "https://doi.org/10.12928/telkomnika.v17i2.9179" @default.
- W2901049595 hasPublicationYear "2019" @default.
- W2901049595 type Work @default.
- W2901049595 sameAs 2901049595 @default.
- W2901049595 citedByCount "2" @default.
- W2901049595 countsByYear W29010495952020 @default.
- W2901049595 countsByYear W29010495952021 @default.
- W2901049595 crossrefType "journal-article" @default.
- W2901049595 hasAuthorship W2901049595A5039717297 @default.
- W2901049595 hasAuthorship W2901049595A5041471267 @default.
- W2901049595 hasAuthorship W2901049595A5058467970 @default.
- W2901049595 hasBestOaLocation W29010495951 @default.
- W2901049595 hasConcept C105795698 @default.
- W2901049595 hasConcept C120317633 @default.
- W2901049595 hasConcept C124681953 @default.
- W2901049595 hasConcept C134306372 @default.
- W2901049595 hasConcept C149782125 @default.
- W2901049595 hasConcept C18903297 @default.
- W2901049595 hasConcept C1898038 @default.
- W2901049595 hasConcept C194483076 @default.
- W2901049595 hasConcept C2778258933 @default.
- W2901049595 hasConcept C28826006 @default.
- W2901049595 hasConcept C33923547 @default.
- W2901049595 hasConcept C41008148 @default.
- W2901049595 hasConcept C86803240 @default.
- W2901049595 hasConcept C93779851 @default.
- W2901049595 hasConcept C94375191 @default.
- W2901049595 hasConceptScore W2901049595C105795698 @default.
- W2901049595 hasConceptScore W2901049595C120317633 @default.
- W2901049595 hasConceptScore W2901049595C124681953 @default.
- W2901049595 hasConceptScore W2901049595C134306372 @default.
- W2901049595 hasConceptScore W2901049595C149782125 @default.
- W2901049595 hasConceptScore W2901049595C18903297 @default.
- W2901049595 hasConceptScore W2901049595C1898038 @default.
- W2901049595 hasConceptScore W2901049595C194483076 @default.
- W2901049595 hasConceptScore W2901049595C2778258933 @default.
- W2901049595 hasConceptScore W2901049595C28826006 @default.
- W2901049595 hasConceptScore W2901049595C33923547 @default.
- W2901049595 hasConceptScore W2901049595C41008148 @default.
- W2901049595 hasConceptScore W2901049595C86803240 @default.
- W2901049595 hasConceptScore W2901049595C93779851 @default.
- W2901049595 hasConceptScore W2901049595C94375191 @default.
- W2901049595 hasIssue "2" @default.
- W2901049595 hasLocation W29010495951 @default.
- W2901049595 hasLocation W29010495952 @default.
- W2901049595 hasLocation W29010495953 @default.
- W2901049595 hasOpenAccess W2901049595 @default.
- W2901049595 hasPrimaryLocation W29010495951 @default.
- W2901049595 hasRelatedWork W2028789925 @default.
- W2901049595 hasRelatedWork W2158770905 @default.
- W2901049595 hasRelatedWork W2184238946 @default.
- W2901049595 hasRelatedWork W2373977562 @default.
- W2901049595 hasRelatedWork W2721677206 @default.
- W2901049595 hasRelatedWork W2994205143 @default.
- W2901049595 hasRelatedWork W3150542274 @default.
- W2901049595 hasRelatedWork W4293559796 @default.
- W2901049595 hasRelatedWork W4312508402 @default.
- W2901049595 hasRelatedWork W1640259719 @default.
- W2901049595 hasVolume "17" @default.
- W2901049595 isParatext "false" @default.
- W2901049595 isRetracted "false" @default.
- W2901049595 magId "2901049595" @default.
- W2901049595 workType "article" @default.