I was trying to answer to your point above : " At the end of the finite difference scheme, to obtain the value of the option at time 0 we compute [ltr] V ( S 0 , 0 ) = ( F ( S 0 , 0 ) − K ) e − r T V(S0,0)=(F(S0,0)−K)e−rT which in general is not 0, in contrast with what I said above about ...