南阳师范学院学报2016，Vol.15Issue(12)：22-25,4.
求解欧式看跌期权两种数值解法的比较
Comparison of two numerical methods for European put option pricing
摘要
Abstract
In this paper, based on the finite difference method, radial basis function method and RK4, two numerical methods for European put option pricing are presented.The results of the example show that the accuracy of the radial basis function method is more higher.关键词
欧式看跌期权/径向基函数法/有限差分法/RK4Key words
European put option/the radial basis function method/finite difference method/RK4分类
数理科学引用本文复制引用
温梦珠,张金良..求解欧式看跌期权两种数值解法的比较[J].南阳师范学院学报,2016,15(12):22-25,4.基金项目
河南省基础与前沿技术研究基金(092300410179) （092300410179）
河南科技大学科研创新能力培育基金(2011CX011) （2011CX011）
