The primary purpose of this thesis is to explore the numerical methods for computational finance. We present an efficient and accurate finite-difference method for computing Black-Scholes partial differential equations with multi-underlying assets. We directly solve Black-Scholes equations without t...
#Computational finance Option pricing Black-Scholes model Finite difference method;
|학위수여기관||Graduate School, Korea University|
|키워드||Computational finance Option pricing Black-Scholes model Finite difference method|
DOI 인용 스타일
"" 핵심어 질의응답