Abstract
Equation solving is one of the main building blocks for financial algorithms used in the analysis of options and financial derivatives. This happens because of the nature of options pricing, which is based on the Black-Scholes pricing model. Many of the techniques that involve options pricing require the efficient solution of differential equations and other mathematical formulations.
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© 2023 The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature
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Oliveira, C. (2023). Algorithms for Numerical Analysis. In: Options and Derivatives Programming in C++23. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4842-9827-5_10
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DOI: https://doi.org/10.1007/978-1-4842-9827-5_10
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4842-9826-8
Online ISBN: 978-1-4842-9827-5
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