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Black-Scholes, Runge Kutta 4 Solved
group3math317
325 views
Black-Scholes Formula solved using method of lines & Runge Kutta 4.
Time Span=[0,90]
Maximum Price=200
Time Iterations=900
Spatial Iterations=10
-
Black-Scholes, Runge Kutta 4 Solved
group3math317
108 views
Time Span=[0,90]
Maximum Price=200
Time Iterations=900
Spatial Iterations=50
-
Black-Scholes, Runge Kutta 4 Solved
group3math317
37 views
Time Span=[0,90]
Maximum Price=200
Time Iterations=900
Spatial Iterations=20
-
Black-Scholes, Runge Kutta 4 Solved
group3math317
55 views
Black-Scholes Formula solved using method of lines & Runge Kutta 4.
Time Span=[0,90]
Maximum Price=200
Time Iterations=450
Spatial Iterations=10
-
Black-Scholes, ODE23s Solved
group3math317
146 views
Black-Scholes Formula solved using method of lines & Matlab's ODE23s.
Time Span=[0,90]
Maximum Price=200
Spatial Iterations=100
-
Black-Scholes, ODE23s Solved
group3math317
22 views
Black-Scholes Formula solved using method of lines & Matlab's ODE23s.
Time Span=[0,90]
Maximum Price=200
Spatial Iterations=50
-
Black-Scholes, ODE23s Solved
group3math317
73 views
Black-Scholes Formula solved using method of lines & Matlab's ODE23s.
Time Span=[0,90]
Maximum Price=200
Spatial Iterations=20
-
Black-Scholes, ODE23s Solved
group3math317
43 views
Black-Scholes Formula solved using method of lines & Matlab's ODE23s.
Time Span=[0,90]
Maximum Price=200
Spatial Iterations=10
-
Black-Scholes, Backward Euler Solved
group3math317
83 views
Black-Scholes Formula solved using method of lines & Backward Euler.
Time Span=[0,90]
Maximum Price=200
Time Iterations=900
Spatial Iterations=50
-
Black-Scholes, Runge Kutta 4 Solved
group3math317
36 views
Black-Scholes Formula solved using method of lines & Runge Kutta 4.
Time Span=[0,90]
Maximum Price=200
Time Iterations=450
Spatial Iterations=100
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