Exact Analytical Solution of Ivancevic Options Pricing Model (IOPM) or Schrodinger's Equation via ADM and SBA Methods
Kamate Adama, Pare Daouda, Mouyedo Loufouilou Justin & Youssouf Pare · Asian Research Journal of Mathematics · 2022
This paper is devoted to the study of the general equation of the Ivancevic option pricing model (IOPM) or Schrodinger’s equation and to determine its analytical solution via the methods of numerical analysis ADM and SBA. The Ivancevic option pricing model is an adaptive wave mod...
Open access
Research Article
10.9734/arjom/2022/v18i330366