Application of Explicit Finite Difference Approach for the Pricing Barrier Options
碩士 === 義守大學 === 財務金融學系 === 92 === In this article, we modify explicit finite difference approach to pricing barrier options. We construct the coordinate axes, and then we locate both the barrier and initial asset price in the suitable position relative to horizontal layers of nodes on the grids by a...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/27860232413009004195 |