Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Tanmoy Kumar Debnath"'
Publikováno v:
International Journal of Statistics and Applied Mathematics. 7:94-106
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::653747c9fefe3f59f9aaa27d1a516360
https://doi.org/10.22271/maths.2022.v7.i3b.827
https://doi.org/10.22271/maths.2022.v7.i3b.827
Publikováno v:
GANIT: Journal of Bangladesh Mathematical Society. 40:13-27
In this paper, we have applied the finite difference methods (FDMs) for the valuation of European put option (EPO). We have mainly focused the application of Implicit finite difference method (IFDM) and Crank-Nicolson finite difference method (CNFDM)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef15319be72fa4e4400ac0642293d374
https://doi.org/10.3329/ganit.v40i1.48192
https://doi.org/10.3329/ganit.v40i1.48192