Book Chapter10.1002/9781118501788.CH6
Finite Difference Methods
Michael A. Mastro
- 26 Feb 2013
- pp 167-230
1
About: The article was published on 26 Feb 2013. The article focuses on the topics: Crank–Nicolson method & Finite difference method.
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Citations
•Book
Mathematical Modeling of Groundwater Pollution
Ne-Zheng Sun
- 09 Nov 1995
TL;DR: In this article, the authors present a FORTRANet program for simulating groundwater flow and quality in a Porous Media environment, using finite difference methods and finite element methods for solving hydrodynamic dispersion equations.
145
References
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
TL;DR: In this paper, a closed-form solution for the price of a European call option on an asset with stochastic volatility is derived based on characteristi c functions and can be applied to other problems.
Options, Futures and Other Derivatives
Takeaki Kariya,Regina Y. Liu +1 more
- 01 Jan 2003
TL;DR: In this article, the authors describe some basics about options futures and the underlying derivative market and describe two basic types of options, the American type and the European type, which are the most commonly traded derivatives is option.
3.5K
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Numerical Computing with MATLAB
Cleve B. Moler
- 01 Jan 2004
TL;DR: Using MATLAB to solve differential equations for random numbers and zeros and roots and Fourier analysis for linear equations is a simple and efficient way of solving differential equations.
•Book
Option Valuation Under Stochastic Volatility: With Mathematica Code
Alan L. Lewis
- 01 Feb 2000
TL;DR: In this paper, the authors provide no warranty of any kind, express or implied, and neither the author nor the publisher accept any responsibility or liability for the consequences of using them, and do not claim that they serve any particular purpose or are free from errors.
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