Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 3

1 Chapter 7TABLE 7.1 Accuracy of ADE, put option.TABLE 7.2 Accuracy of ADE, call option.TABLE 7.3 Stress-testing ADE, put option.TABLE 7.4 Convection-dominated problems.TABLE 7.5 Testing the CEV Model, (put option).TABLE 7.6 Calculating sensitivities.TABLE 7.7 Early exercise, , .TABLE 7.8 Early exercise, , .TABLE 7.9 Comparison of FDM methods.TABLE 7.10 Implicit Euler, early exercise.

2 Chapter 16TABLE 16.1 Output from steps 1–5; data is .