Therefore, the ABdC-N scheme can be more effective to solve option pricing problems than the classical C-N scheme.
An increasingly popular and promising approach to solve option pricing models is the use of numerical methods based on radial basis functions (RBF).
The Least Squares Monte Carlo simulation method (LSM) refined by Longstaff and Schwartz (2001) is therefore chosen for solving the option value, see Chow and Regan (2011).
The new wave of the discoveries heralding the achievements of the running fourth industrial revolution promises to solve these options with the combination of the approaches such as transient scaffolding, sensing, and multifunctional NPs detecting vulnerable lesions and degrading atherosclerotic plaques with the highest efficacy and safety for a patient.
As a consequence, promising 'no-regret' options (solving both adaptation and mitigation problems) are largely neglected.
An alternating band Crank-Nicolson (ABdC-N) difference scheme for solving the quanto options pricing model was constructed.
An alternating band Crank-Nicolson (ABdC-N) difference scheme for solving the quanto options pricing model (2D B-S equation) has been constructed.
Several flexible design options have also been proposed; these options solve existing issues in the basic option and they are treated as the challenging options.
As a powerful communication tool that can be used to convene people to discuss a shared issue, scenario planning represented an ideal starting point to identify problem-solving options.
In addition, in order to provide a differentiated basis for possible improvements to PGMT in AM hospitals, we performed detailed quantitative and qualitative analyses of specific problems in IM training in PGMT as well as problem-solving options from the viewpoints of trainers and trainees.
We then consider the numerical pricing of options under the Black-Scholes model and provide an analysis of Jain's scheme for solving the European option problem.
