Arbeitspapier
Finite Element Modelling of Exotic Options
The Finite Element Method is a well-studied and well-understood method of solving partial differential equations. It's applicability to financial models formulated as PDEs is demonstrated. It's advantage concerning the computation of accurate `Greeks' is delineated. This is demonstrated with various exotic options.
- Sprache
-
Englisch
- Erschienen in
-
Series: Diskussionsbeitrag ; No. 216
- Klassifikation
-
Wirtschaft
Computational Techniques; Simulation Modeling
Contingent Pricing; Futures Pricing; option pricing
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Topper, Jürgen
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Hannover, Wirtschaftswissenschaftliche Fakultät
- (wo)
-
Hannover
- (wann)
-
1998
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Topper, Jürgen
- Universität Hannover, Wirtschaftswissenschaftliche Fakultät
Entstanden
- 1998
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