Pricing Options by the Local Differential Quadrature Method
博士 === 國立臺灣大學 === 土木工程學研究所 === 99 === This study demonstrates the numerical procedure of solving option-pricing problems by the local differential quadrature (LDQ) method. After the remarkable contribution of Black, Scholes and Merton in 1973, many option-pricing models are developed for relaxing th...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/01950348569045753991 |