2 search results - page 1 / 1 » Towards a Bayesian framework for option pricing |
37
Voted
CORR
2006
Springer
15 years 20 days ago
2006
Springer
96
Voted
IJPP
2010
14 years 11 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...