Comment on "Removing non-smoothness in solving Black-Scholes equation using a perturbation method"

被引：0
|
作者：
Fernandez, Francisco M. [1 ]
机构：
[1] INIFTA, Div Quim Teor, Blvd 113 & 64 S-N,Sucursal 4,Casilla Correo 16, RA-1900 La Plata, Argentina
来源：
PHYSICS LETTERS A | 2022年 / 452卷
关键词：
Black-Scholes equation; Smoothness; Homotopy perturbation series; Taylor series;
D O I：
10.1016/j.physleta.2022.128446
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We show that the homotopy perturbation method proposed by Putri et al. (2021) [1] is simply the Taylor series of the solution of the partial differential equation about the origin of time. (C) 2022 Elsevier B.V. All rights reserved.
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页数：2
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