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.
- Language
-
Englisch
- Bibliographic citation
-
Series: Diskussionsbeitrag ; No. 216
- Classification
-
Wirtschaft
Computational Techniques; Simulation Modeling
Contingent Pricing; Futures Pricing; option pricing
- Event
-
Geistige Schöpfung
- (who)
-
Topper, Jürgen
- Event
-
Veröffentlichung
- (who)
-
Universität Hannover, Wirtschaftswissenschaftliche Fakultät
- (where)
-
Hannover
- (when)
-
1998
- Handle
- Last update
- 10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Topper, Jürgen
- Universität Hannover, Wirtschaftswissenschaftliche Fakultät
Time of origin
- 1998
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Graph Neural Network enhanced Finite Element modelling
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Exotic holographic RG flows at finite temperature
Aspects of ocean circulation with finite element modelling
Finite Element Modelling of Geogrids Reinforced Ballasted Tracks