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发表于 2025-3-30 11:34:05
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真实的人
发表于 2025-3-30 15:35:40
https://doi.org/10.1007/978-3-8349-9881-1ematical finance. Finite difference methods are very powerful and flexible as well. They can be applied to a wide variety of different derivatives with either European or American payoff modes. In this section, we will provide a very detailed discussion of these important methods in a generality far
Encapsulate
发表于 2025-3-30 19:53:27
https://doi.org/10.1007/BFb0092343to the fundamental differential equations governing the price of the instrument. These methods provide a useful alternative to those (numerical or analytical) methods presented in the previous sections for solving differential equations. In principle (ignoring for the moment the potential computing-
needle
发表于 2025-3-31 00:02:28
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为宠爱
发表于 2025-3-31 01:07:20
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傻瓜
发表于 2025-3-31 08:53:59
Factorization Method in Quantum Mechanicsnistic and hence predictable with certainty for all future times, we would know at time t which options will be in or out of the money upon maturity T. The options which are out of the money at maturity would be worthless at all earlier times t < T as well. The options which are in the money at matu
Noisome
发表于 2025-3-31 10:49:39
Factorization and Riccati Equationswith the explicit valuation of the most important and common financial instruments. We restrict our considerations to simple (for the most part, plain vanilla) instruments which still represent the largest proportion of all trades in financial markets today. The methods presented in Part II do in fa
整顿
发表于 2025-3-31 15:51:46
Overview of the Assumptionsels. A complete list of all model assumptions made in this book are summarized here in order to provide an overview of the numerous conditions and assumptions arising in the various methods. For each pricing and risk management method discussed in the following chapters, we will specify which of these assumptions are needed for their application.