Add to ORKGSummarization: Options in finance -- 2. Option pricing with the black-scholes model -- 3. Finite differences -- 4. Solving tridiagonal systems -- 5. Towards the proposed reconfigurable architecture -- 6. The proposed reconfigurable architectur
In this thesis we focus mainly on special finite differences and finite volume methods and apply the...
Abstract—Black-Scholes equation is the basic equation of option pricing in financial mathematics, it...
Accurate and efficient numerical solutions have been described for a selection of financial options ...
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
The main topic of this thesis is the analysis of finite differences and multigrid methods for the so...
Summarization: Financial engineering is a very active research field as a result of the growth of th...
This work deals with the put option pricing problems based on the time-fractional Black-Scholes equa...
using finite difference methods A benchmark mathematical model for the description of financial deri...
The pricing of options is a very important problem encountered in financial domain. The famous Black...
Abstract. We present an efficient and accurate finite-difference method for computing Black-Scholes ...
The finite difference method is a mathematical construct that can be used to solve partial different...
Este trabalho apresenta a implementação em hardware das Equações de Black-Scholes para precificação ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options charac...
Abstract. In this paper we present a hybrid finite difference scheme on a piecewise uniform mesh for...
In this thesis we focus mainly on special finite differences and finite volume methods and apply the...
Abstract—Black-Scholes equation is the basic equation of option pricing in financial mathematics, it...
Accurate and efficient numerical solutions have been described for a selection of financial options ...
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
The main topic of this thesis is the analysis of finite differences and multigrid methods for the so...
Summarization: Financial engineering is a very active research field as a result of the growth of th...
This work deals with the put option pricing problems based on the time-fractional Black-Scholes equa...
using finite difference methods A benchmark mathematical model for the description of financial deri...
The pricing of options is a very important problem encountered in financial domain. The famous Black...
Abstract. We present an efficient and accurate finite-difference method for computing Black-Scholes ...
The finite difference method is a mathematical construct that can be used to solve partial different...
Este trabalho apresenta a implementação em hardware das Equações de Black-Scholes para precificação ...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
2000 Mathematics Subject Classification: 65M06, 65M12.The paper is devoted to pricing options charac...
Abstract. In this paper we present a hybrid finite difference scheme on a piecewise uniform mesh for...
In this thesis we focus mainly on special finite differences and finite volume methods and apply the...
Abstract—Black-Scholes equation is the basic equation of option pricing in financial mathematics, it...
Accurate and efficient numerical solutions have been described for a selection of financial options ...