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Mathematical Sciences Letters
An International Journal


Volumes > Vol. 4 > No. 1


On the Numerical Solutions of Heston Partial Differential Equation

PP: 63-68
Jafar Biazar, Fereshteh Goldoust, Farshid Mehrdoust,
In this paper, some schemes are developed to study numerical solution of the Heston partial differential equation with an initial and boundary conditions, by the variational iteration method (VIM). The numerical solutions obtained by the variational iteration method are compared with those of Adomian decomposition method (ADM) and Homotopy perturbation method (HPM). The results show that the variational iteration method is much easier, more convenient, and more stable and efficient than Adomian decomposition method.

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