Author:
Cheng Qianmu,Yang Yuxi,Zhang Ling,Wu Delin
Abstract
Abstract
In this paper, the EM method is applied to the BSM option pricing model. The convergence of the numerical solution of the model is analyzed. Firstly, the application background and research significance of the model are given. Secondly, the convergence analysis of model and numerical solutions is presented. Finally,the consequences are connected to a viable illustration to confirm the results.
Subject
General Physics and Astronomy