4856数理金融困难essaymedium
Call Upper Boundary
题目
In a finite-difference grid for a European call, why is the far-right boundary often set close to S_max - K e^(-rτ) rather than to a constant?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
In a finite-difference grid for a European call, why is the far-right boundary often set close to S_max - K e^(-rτ) rather than to a constant?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。