【摘要】 研究了带有终值条件并且系数依赖时间和空间的非齐次Black-Scholes方程.在Adomian分解法的基础上,得到它的含有算子形式迭代的一般级数解.更多还原

【Abstract】 We investigate the non- homogeneous Black- Scholes equation with a given final value condition,in which the coefficients are time and space- dependent. A general operator series solution for this final value problem is obtained via Adomian decomposition. It generalized the main result in the literature.更多还原