An Efficient Method for Solving Spread Option Pricing Problem: Numerical Analysis and Computing
نویسندگان
چکیده
منابع مشابه
the algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولEfficient Numerical Solution of PIDEs in Option Pricing Efficient Numerical Solution of PIDEs in Option Pricing
The estimation of the price of different kinds of options plays a very important role in the development of strategies on financial and stock markets. There many books and various papers which are devoted to the exist mathematical theory of option pricing. Merton and Scholes became winners of a Nobel Prize in economy who described the basic concepts of the mathematical theory development. In th...
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ژورنال
عنوان ژورنال: Abstract and Applied Analysis
سال: 2016
ISSN: 1085-3375,1687-0409
DOI: 10.1155/2016/1549492