This study applied the finite element method (FEM) to pricing options. The FEM estimates the function that satisfies a governing differential equation through the assembly of piecewise continuous functions over the domain of the problem. Two common representations, a variational functional represent
β¦ LIBER β¦
An application of nonparametric volatility estimators to option pricing
β Scribed by Kenmoe, Romuald N.; Sanfelici, Simona
- Book ID
- 125353186
- Publisher
- Springer Milan
- Year
- 2013
- Tongue
- English
- Weight
- 271 KB
- Volume
- 37
- Category
- Article
- ISSN
- 1593-8883
No coin nor oath required. For personal study only.
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