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Finite difference methods for option pricing are numerical methods used in mathematical finance for the valuation of options. Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977. In general, finite difference methods are used to price options by approximating the (continuous-time) differential equation that describes how an option price evolves over time by a set of (discrete …

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Numerical solution of stochastic differential equations and especially stochastic partial differential equations is a young field relatively speaking.

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A differential equation is a mathematical equation that relates some function with its derivatives. In applications, the functions usually represent physical

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As above, the Black–Scholes equation is a partial differential equation, which describes the price of the option over time. The equation is

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Approximate Analytical Methods for Solving Ordinary Differential Equations (ODEs) is the first book to present all of the available approximate methods for solving

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