Vol. 9, Issue 3, 2016December 31, 2015 EDT
ccby-nc-nd-4.0
Excel implementation of finite difference methods for option pricing
Excel implementation of finite difference methods for option pricing
excel implementation.explicit schemeimplicit schemefinite difference methodnumerical methodsoption pricing
Kyng, Timothy J, Sachi Purcal, and Jinhui C Zhang. 2016. “Excel Implementation of Finite Difference Methods for Option Pricing.” Spreadsheets in Education 9 (3).