Finite difference methods for option pricing

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1	Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems Add to Reading List Source URL: www.tfgsystems.com Language: English - Date: 2015-10-08 08:18:22 Mathematical finance Options VannaVolga pricing BlackScholes model Barrier option Implied volatility Valuation Partial differential equation Volatility smile Finite difference methods for option pricing