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- W2085362023 abstract "Option pricing theory is one of important achievements of modern finance theory, it embodies core problem of finance theory. The main methods of option pricing at present are traditional method, B-S Option Pricing Model, Finite Difference Method, Binary Tree methods, where the latter two methods are numerical methods of discrete form. The paper aiming at option pricing problem, utilize Finite Difference Method and Control Variant Technique to obtain the more accurate solution of American Option." @default.
- W2085362023 created "2016-06-24" @default.
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- W2085362023 date "2010-05-01" @default.
- W2085362023 modified "2023-09-24" @default.
- W2085362023 title "An Application of the Finite Difference Method and Control Variate Technique in the American Options Pricing" @default.
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- W2085362023 doi "https://doi.org/10.1109/icindma.2010.5538361" @default.
- W2085362023 hasPublicationYear "2010" @default.
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