2 search results - page 1 / 1 » Towards a Bayesian framework for option pricing |
CORR
2006
Springer
13 years 5 months ago
2006
Springer
IJPP
2010
13 years 4 months ago
2010
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...