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High-accuracy PDE Method for Financial Derivative Pricing Shan Zhao and G. W. Wei Department of Computational Science

High-accuracy PDE Method for Financial Derivative Pricing Shan Zhao and G. W. Wei Department of Computational Science National University of Singapore, . 1. Introduction. Major numerical approaches for option pricing ?Binomial tree model ?Finite difference method ?Monte Carlo simulation.

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High-accuracy PDE Method for Financial Derivative Pricing Shan Zhao and G. W. Wei Department of Computational Science