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Exotic options 1 Finite-Elemente-Method 1 Finite-Elemente-Methode 1 Option 1 PDE/PROTRAN 1
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Free 1
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Book / Working Paper 1
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English 1
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Topper, Jürgen 1
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Discussion Paper 1 Wirtschaftswissenschaftliche Fakultät der Leibniz Universität Hannover - Veröffentlichungen 1
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USB Cologne (business full texts) 1
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Finite Element Modeling of Exotic Options
Topper, Jürgen - 1998
The Finite Element Method is a well-studied and well-understood method of solving partial differential equations. Its applicability to financial models formulated as PDEs is demonstrated. Its advantage concerning the computation of accurate "Greeks" is delineated. This is demonstrated with...
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