May 2, 2007 · In this paper, we study the option pricing problem, one of the prominent and challenging problems in computational finance.

In this paper, we study the option pricing problem, one of the prominent and challenging problems in computational finance. Using the Padé approximation, ...

In this paper, we study the option pricing problem, one of the prominent and challenging problems in computational finance. Using the Padé approximation, ...

May 1, 2006 · In this paper, we study the option pricing problem, one of the prominent and challenging problems in computational finance.

In this paper, we study the option pricing problem, one of the prominent and challenging problems in computational finance. Using the Pade approximation, ...

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A second order L0 stable algorithm for evaluating European options · R ... Netw. 2006. TLDR. This paper has developed a second order L0 stable discrete ...

A second order L0 stable algorithm for evaluating European options. In this paper, we study the option pricing problem, one of the prominent and challenging ...

We evaluate two new architectures incorporating some or all of the constraints defined in equation 7. We used european call option data from 1988 to 1993. A ...

A second-order finite-volume method is applied to each parametric equation as given by (8) or (10). The mesh size is chosen to be h = 320/29. The Laplace ...