Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
In this project,European Call and Put options,and also American Call and Put options have been priced by some finite difference methods using the C++ programming language.The report describes the following:The theory behind the pricing of options,some pricing methods,and how some finite difference p...
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Digital WPI
2007
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| Online Access: | https://digitalcommons.wpi.edu/etd-theses/827 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1826&context=etd-theses |