Numerical Simulation of Black-Scholes Model by Finite Difference Method
2014 ◽
Vol 513-517
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pp. 4090-4093
Keyword(s):
Option is the typical representative of financial derivatives, and this paper is focused on the valuation problem of Option. Based on the Black-Scholes Pricing model which had far-reaching influence on the pricing of financial derivatives, researched its theoretical basis and derivation process, and then get the numerical solution via finite difference method and image simulation. And it also includes the part of empirical studies. In research, ZTR and HQ is chosen and analyzed, in order to get the pricing of European put option.
2017 ◽
Vol 53
(1)
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pp. 191-205
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2021 ◽
Vol 96
◽
pp. 105676
Keyword(s):
2020 ◽
Vol 40
(1)
◽
pp. 13-27
2020 ◽
Vol 80
(5)
◽
pp. 653-670
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Keyword(s):
Keyword(s):
2013 ◽
Vol 219
(16)
◽
pp. 8811-8828
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2020 ◽
Vol 171
◽
pp. 279-293
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Keyword(s):