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- Finite_difference_methods_for_option_pricing abstract "Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977. This approach can be used to solve derivative pricing problems that have, in general, the same level of complexity as those problems solved by tree approaches.In general, finite difference methods are used to price options by approximating the (continuous-time) differential equation that describes how an option price evolves over time by a set of (discrete-time) difference equations. The discrete difference equations may then be solved iteratively to calculate a price for the option.".
- Finite_difference_methods_for_option_pricing wikiPageExternalLink Finite%20Difference%20and%20MC.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink PDENOTE.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink Thesis.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink TN97-02.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink lab4.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink lecture2.math.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink option-pricing-finite-diff-index.html.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink Kwok_Chap_6.pdf.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink DF.aspx.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink finite-differences.
- Finite_difference_methods_for_option_pricing wikiPageExternalLink notes2.pdf.
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- Finite_difference_methods_for_option_pricing subject Category:Mathematical_finance.
- Finite_difference_methods_for_option_pricing subject Category:Numerical_differential_equations.
- Finite_difference_methods_for_option_pricing subject Category:Options_(finance).
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- Finite_difference_methods_for_option_pricing type Option113241600.
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- Finite_difference_methods_for_option_pricing comment "Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977.".
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