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Asian option pde boundary conditions odepo317174235

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Where E 3 is the expectation under the terminal measure P 3 4 Numerical resultsIn this section we show some numerical results of a call spread option pricing.

As above, which describes the price of the option over time The equation is., the Black Scholes equation is a partial differential equation
International Journal of Engineering Research , ApplicationsIJERA) is an open access online peer reviewed international journal that publishes research.

Abstract: In this paper, we study a partial differential equationPDE) framework for option pricing where the underlying factors exhibit stochastic correlation, with.

Asian option pde boundary conditions.

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