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Finite difference methods for option pricing

Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference… 
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15 relations
Binomial options pricing modelBlack–Scholes modelCrank–Nicolson methodEduardo Schwartz

Papers overview

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2016
2016
Excel implementation of finite difference methods for option pricing
This paper presents and explains finite difference methods for pricing options and shows how these methods may be implemented in… 
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