High-accuracy finite-difference methods for the valuation of options
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207160500113082
Reference17 articles.
1. The Pricing of Options and Corporate Liabilities
2. Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
3. Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
4. A practical method for numerical evaluation of solutions of partial differential equations of the heat-conduction type
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Extended Cubic B-spline Collocation Method for Pricing European Call Option;Journal of Physics: Conference Series;2019-10-01
2. High-order exponential spline method for pricing European options;Journal of Difference Equations and Applications;2018-11-02
3. Quintic B-spline collocation approach for solving generalized Black–Scholes equation governing option pricing;Computers & Mathematics with Applications;2015-04
4. Spline approximation method to solve an option pricing problem;Journal of Difference Equations and Applications;2012-11
5. Numerical solution of European call option with dividends and variable volatility;Applied Mathematics and Computation;2012-02
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3