Fuzzy Adomian decomposition method for solving the Black–Scholes equation

Sumitra Panda

Journal of Economic Studies, 2026, vol. 53, issue 5, 877-891

Abstract: PurposeThe purpose of this study is to discuss analytic fuzzy Black–Scholes equation is discussed.Design/methodology/approachFuzzy decomposition method is used in this study to solve fuzzy Black–Scholes equation.FindingsVarious results for solving Black–Scholes equation are discussed.Originality/valueThis work provides useful insights that can help other researchers.

Keywords: Fuzzy Black–Scholes equation; Fuzzy differential equations; Adomian decomposition method; Fuzzy option pricing; Uncertainty in finance; Fuzzy set theory; Stochastic processes; Fuzzy volatility; Fuzzy interest rates; Analytical solution (search for similar items in EconPapers)
Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jespps:jes-02-2025-0122

DOI: 10.1108/JES-02-2025-0122

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