On analytical solutions of the Black-Scholes equation

  title={On analytical solutions of the Black-Scholes equation},
  author={Martin Bohner and Yao Zheng},
  journal={Appl. Math. Lett.},
This work presents a theoretical analysis for the Black–Scholes equation. Given a terminal condition, the analytical solution of the Black–Scholes equation is obtained by using the Adomian approximate decomposition technique. The mathematical technique employed in this work also has significance in studying some other problems in finance theory. 

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