Numerical volatility in option valuation from Black-Scholes equation by finite differences.
M. M. ChawlaDavid J. EvansPublished in: Int. J. Comput. Math. (2004)
Keyphrases
- computational intelligence
- option pricing
- black scholes
- stock price
- real option
- numerical methods
- stock market
- black scholes model
- financial markets
- stock exchange
- statistically significant
- non stationary
- differential equations
- decision analysis
- exchange rate
- financial data
- artificial neural networks
- decision making
- news articles
- life cycle
- decision makers
- partial differential equations
- sensitivity analysis
- stochastic process
- fuzzy sets
- level set method
- control system
- keywords