Amanda Hoxell
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How a solution depends on a variable
I have a function UE=Explicit(S,sigma,r,T,M,K,gamma,N); and I want to plot how the solution depends on gamma where 0.5<=gamma<=1...
4 years ago | 2 answers | 0
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answersQuestion
How can I find the stability condition?
If I implemented an explicit method to price a European call option, how can I check if it is stable if I know that the stabilit...
4 years ago | 0 answers | 0