Journal of Mathematical Finance

Vol.7 No.2(2017), Paper ID 76150, 16 pages

DOI:10.4236/jmf.2017.72014

 

A Comparison Study of ADI and LOD Methods on Option Pricing Models

 

Neda Bagheri, Hassan Karnameh Haghighi

 

Faculty of Mathematical and Finance, Sheikhbahaee University, Isfahan, Iran
Faculty of Management, Sheikhbahaee University, Isfahan, Iran

 

Copyright © 2017 Neda Bagheri, Hassan Karnameh Haghighi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Bagheri, N. and Haghighi, H. (2017) A Comparison Study of ADI and LOD Methods on Option Pricing Models. Journal of Mathematical Finance, 7, 275-290. doi: 10.4236/jmf.2017.72014.
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