Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method"

Francisco M. Fern\'andez

Papers from arXiv.org

Abstract: We show that the Adomian decomposition method proposed by Ke et al [ANZIAM J. \textbf{59} (2018) 349] is just the Taylor series approach in disguise. The latter approach is simpler, more straightforward and yields a recurrence relation free from integrals.

Date: 2021-08
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