Latext Writer
madelinemiles perturbation method
regular perturbation method
Find the perturbation method for a call or put option equation one off them?
note
use the article
“Exact and approximate solutions for options with time-dependent stochastic volatility”
pages (13- 17)
Exact and approximate solutions for options with time-dependent s.pdfcheckingperturbation method 1.texthis is my solutionperturbation method 1.pdfperturbation method 1.pdfperturbation method 1.texwith me there are some comment
1- find the call inner
2- find the call outer
3- find put use formal put and call parity
https://en.wikipedia.org/wiki/Put%E2%80%93call_parity
4- why i use Epson = 0,5
IMG_3866.JPG
IMG_3870.JPG
IMG_3873.JPG
8 years ago
100
Answer(0)
