四川理工学院学报：自然科学版2011，Vol.24Issue(4)：380-382,3.
基于半差分格式的美式看跌期权定价模型数值解法
Numerical Solution of American Put Option Pricing Model with Semi-discretization Technique
摘要
Abstract
Numerical method of American output option pricing model is provided.Partial differential equation which adopted fourth-order Lagrange interpolating polynomial to expand boundary values in order to making all the neighbors mesh internal nodes in domain was discredited by the semi-discretization technique.Numerical results coincide with the theoretical results.关键词
期权定价/半差分/美式看跌期权/数值解Key words
option price/semi-discretization technique/American put option/numerical solution分类
数理科学引用本文复制引用
段国东,周圣武,牛成虎,蒋建..基于半差分格式的美式看跌期权定价模型数值解法[J].四川理工学院学报：自然科学版,2011,24(4):380-382,3.基金项目
中央高校基本科研业务费专项资金 （）
