Figure 3 - uploaded by Neda Bagheri Renani
Content may be subject to copyright.
Numerical results of cash or nothing using the ADI and LOD. (a) source term f at step1, (b) solution 1 2
Source publication
This paper will focus on pricing options in marketing with two basic assets with risk and one basic asset without risk. In so doing, the Black-Scholes model and the European options which is applicable at the due date were used. By investigating the European option to find the proper price, it is necessary to solve an equation with partial derivati...
