Revisiting the Greeks for European and American options
نویسندگان
چکیده
منابع مشابه
European and American put valuation via a high-order semi-discretization scheme
Put options are commonly used in the stock market to protect against the decline of the price of a stock below a specified price. On the other hand, finite difference approach is a well-known and well-resulted numerical scheme for financial differential equations. As such in this work, a new spatial discretization based on finite difference semi-discretization procedure with high order of accur...
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