Numerical comparison between two advanced HGHEs
نویسندگان
چکیده
منابع مشابه
Comparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options
Option valuation has been a challenging issue of financial engineering and optimization for a long time. The increasing complexity of market conditions requires utilization of advanced models that, commonly, do not lead to closed-form solutions. Development of novel numerical procedures, which prove to be efficient within various option valuation problems, is therefore worthwhile. Notwithstan...
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ژورنال
عنوان ژورنال: International Journal of Low-Carbon Technologies
سال: 2012
ISSN: 1748-1317,1748-1325
DOI: 10.1093/ijlct/ctr050