| Document Date: 2002-01-21 19:48:38
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Company va lC / CNN / APPENDIX lC / / Event Labor Issues / / Facility Hong Kong University of Science / / IndustryTerm finite-difference algorithms / option pricing algorithms / forward shooting grid algorithms / numerical algorithm / analytic solution / numerical solutions / / Organization Hong Kong University of Science and Technology / Department of Computer Science / / Person SHOOTING GRID / / / Position rT / professor of mathematics / YUE KUEN KWOK AND KA WO LAU I. FORWARD / Forward / associate professor / / Product Pentax K-x Digital Camera / / TVStation KUEN / / Technology alpha / 4 K=k+1 PRICING ALGORITHMS / corresponding FSG algorithm / KA WO LAU Pricing algorithms / option pricing algorithms / FSG algorithm / 1 Forward Shooting Grid Algorithm / finite-difference algorithms / 2.95 6 PRICING ALGORITHMS / numerical algorithm / win10 PRICING ALGORITHMS / forward shooting grid algorithms / YUE KUEN KWOK AND KA WO LAU I. FORWARD SHOOTING GRID ALGORITHM / Pricing Algorithms / /
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Pricing Algorithms for Options with Exotic Path-Dependence The advantage of the forward shooting grid approach over the finite-difference approach becomes more apparent when the governing differential equation for the op