A Linear Algorithm for Black Scholes Economic Model
The pricing of options is a very important problem encountered in financial domain. The famous Black-Scholes model provides explicit closed form solution for the values of certain (European style) call and put options. But for many other options, either there are no closed form solution, or if such...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Inforec Association
2008-01-01
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| Series: | Informatică economică |
| Subjects: | |
| Online Access: | http://revistaie.ase.ro/content/45/23%20-%20Smeur_FanacheAlg_Lin.pdf |