An Introduction to Financial Option Valuation

DOI10.1017/CBO9780511800948zbMath1122.91001MaRDI QIDQ5462954

Desmond J. Higham

Publication date: 29 July 2005

zbMATH Keywords

finite difference methodhedgingMonte Carlo simulationpartial differential equationoptionarbitragevolatilityBlack-Scholes formulabinomial tree

Mathematics Subject Classification ID

Related Items (30)

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Uses Software

• Matlab

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