Using Finite Element and Finite Difference Methods to Price European Options
-
Updated
Jun 18, 2022 - MATLAB
Using Finite Element and Finite Difference Methods to Price European Options
Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
Finite Difference Method for the Multi-Asset Black–Scholes Equations
MA473: Computational Finance
Add a description, image, and links to the options-pricing topic page so that developers can more easily learn about it.
To associate your repository with the options-pricing topic, visit your repo's landing page and select "manage topics."