English

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

Pricing of Securities 2021-08-19 v1

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.

Keywords

Cite

@article{arxiv.2108.05747,
  title  = {Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method"},
  author = {Francisco M. Fernández},
  journal= {arXiv preprint arXiv:2108.05747},
  year   = {2021}
}