Determining European Options Values through Crank-Nicolson Method
Options are nowadays transacted within a lot of stock exchanges worldwide. The problem of options gets a special importance due to the fact that many of the managerial decisions can be assimilated to options. The paper deals with numerical methods of financial options evaluation. The mathematical mo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Inforec Association
2006-01-01
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| Series: | Informatică economică |
| Subjects: | |
| Online Access: | http://www.revistaie.ase.ro/content/38/Manole%207p.pdf |