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...

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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
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spelling 2014-12-12T15:41:26Z20112014-12-12T15:41:26Z0973-5321http://hdl.handle.net/10784/4606An 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 the given date, the expiration date. A call option gives the right to buy the shares; a put option gives the right to sell the shares.application/pdfengUniversidad EAFITJournal of Physics: Conference SeriesEuropean Call option pricing by the Adomian decomposition methodarticleinfo:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionpublishedVersionArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Acceso abiertohttp://purl.org/coar/access_right/c_abf2Universidad EAFIT. Escuela de CienciasRodriguez, S.57c96af9-0274-415e-bd59-ccdf448d3596-1Marin, Freddyabc9e2d1-f629-48c8-aea3-d6a6a3f61e61-1Rodriguez, S.57c96af9-0274-415e-bd59-ccdf448d3596-1Marin, Freddyabc9e2d1-f629-48c8-aea3-d6a6a3f61e61-1Modelado MatemáticoAdvances in Dynamical Systems and Applications917585ORIGINALEuropean_Call_option_pricing_Rodriguez-S._Marin-Freddy.pdfEuropean_Call_option_pricing_Rodriguez-S._Marin-Freddy.pdfTexto completoapplication/pdf381898https://repository.eafit.edu.co/bitstreams/d67cc99f-9e06-4ef4-9271-f9219a0becad/download009697ad1fb3f9b97355cd69a63980bfMD5110784/4606oai:repository.eafit.edu.co:10784/46062024-12-04 11:47:41.976open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co
dc.title.eng.fl_str_mv European Call option pricing by the Adomian decomposition method
title European Call option pricing by the Adomian decomposition method
spellingShingle European Call option pricing by the Adomian decomposition method
title_short European Call option pricing by the Adomian decomposition method
title_full European Call option pricing by the Adomian decomposition method
title_fullStr European Call option pricing by the Adomian decomposition method
title_full_unstemmed European Call option pricing by the Adomian decomposition method
title_sort European Call option pricing by the Adomian decomposition method
dc.creator.fl_str_mv Rodriguez, S.
Marin, Freddy
Rodriguez, S.
Marin, Freddy
dc.contributor.department.spa.fl_str_mv Universidad EAFIT. Escuela de Ciencias
dc.contributor.author.spa.fl_str_mv Rodriguez, S.
Marin, Freddy
dc.contributor.author.none.fl_str_mv Rodriguez, S.
Marin, Freddy
dc.contributor.researchgroup.spa.fl_str_mv Modelado Matemático
description 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 the given date, the expiration date. A call option gives the right to buy the shares; a put option gives the right to sell the shares.
publishDate 2011
dc.date.issued.none.fl_str_mv 2011
dc.date.available.none.fl_str_mv 2014-12-12T15:41:26Z
dc.date.accessioned.none.fl_str_mv 2014-12-12T15:41:26Z
dc.type.eng.fl_str_mv article
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
publishedVersion
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dc.type.local.spa.fl_str_mv Artículo
status_str publishedVersion
dc.identifier.issn.none.fl_str_mv 0973-5321
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10784/4606
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dc.publisher.none.fl_str_mv Universidad EAFIT
publisher.none.fl_str_mv Universidad EAFIT
dc.source.none.fl_str_mv Journal of Physics: Conference Series
institution Universidad EAFIT
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