When do the boundary conditions for S = 0 and S affect the estimates of derivative prices

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

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:20 PM

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When do the boundary conditions for S = 0 and S affect the estimates of derivative prices

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Define as the current asset price as the highest asset price considered and as the ...View the full answer

Options Futures and Other Derivatives

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