Comment on: “Removing non-smoothness in solving Black-Scholes equation using a perturbation method”. (English) Zbl 1514.83023
Summary: We show that the homotopy perturbation method proposed by E. R. M. Putri et al. [Phys. Lett., A 402, Article ID 127367, 9 p. (2021; Zbl 07409884)] is simply the Taylor series of the solution of the partial differential equation about the origin of time.
MSC:
| 83C57 | Black holes |
| 35B65 | Smoothness and regularity of solutions to PDEs |
| 35B20 | Perturbations in context of PDEs |
| 41A58 | Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) |
Citations:
Zbl 07409884References:
| [1] | Putri, E. R.M.; Mardianto, L.; Hakan, A.; Imron, C.; Susanto, H., Phys. Lett. A, 402, Article 127367 pp. (2021) · Zbl 07409884 |
| [2] | Ke, Z.; Goard, J.; Zhu, S-P., ANZIAM J., 59, 349-369 (2018) · Zbl 1387.35582 |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
