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- W1919732375 abstract "The authors describe the automatic generation of finite difference codes for solving the Black-Scholes and related equations for option valuation using the SCINAPSE software synthesis system. Analysts can specify codes at a very high level that mirrors the mathematical description of the problem. A typical option pricing specification occupies less than a half page. From such concise input, the system automatically generates validated, documented codes of several hundred lines of either C or Fortran in minutes, codes of several thousand lines in about an hour." @default.
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- W1919732375 date "2002-11-22" @default.
- W1919732375 modified "2023-09-24" @default.
- W1919732375 title "Numerical options models without programming" @default.
- W1919732375 doi "https://doi.org/10.1109/cifer.1997.618899" @default.
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