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by grenville
May 7th, 2003, 7:20 pm
Forum: Technical Forum
Topic: american option pricing
Replies: 1
Views: 189890

american option pricing

<t>Hi, I had a question about pricing of american options using finite difference methods. I want to know if the following method will work for pricing AMERICAN options on DIVIDEND paying stock 1) Hull says when we compute the option price at some node (representing time t) to be less than it's valu...
by grenville
April 1st, 2003, 5:38 am
Forum: Numerical Methods Forum
Topic: American option pricing finite difference methods
Replies: 4
Views: 191329

American option pricing finite difference methods

How does one calculate the critical stock price in the finite difference methods for calculating American optionprices ?