When do the boundary conditions for 5 = 0 and S ^ o o affect the estimates

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When do the boundary conditions for 5 = 0 and S ^ o o affect the estimates of derivative prices in the explicit finite difference method?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:03 AM

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When do the boundary conditions for 5 = 0 and S ^ o o affect the estimates of derivative prices in the explicit finite difference method?
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When do the boundary conditions for 5 = 0 and S ^ o o affect the estimates

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Options Futures And Other Derivatives

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