SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA)
In this paper, we use the SBA method to solve adaptive wave models for options pricing. This method consists to determine the solution in the form of converging series, if possible. The SBA method was applied with success because it has provided the exact solution to the problem.
SBA method, Schrodinger’s non-linear equation, adaptive wave model, Ivancevic’s option pricing model, European options.