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Quant版 - Is finite element method useful in option pricing?
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d****2
发帖数: 109
1
Any body can share some experiences? Thanks.
b***k
发帖数: 2673
2
FEM is always a very hot topic in PDE numerical solution.
In finance, I don't think it is commonly used, which I think because all
the PDE models in finance are too simple in the point view of FEM category.
But I do know some people researched on FEM application in finance.
Hope this help.

【在 d****2 的大作中提到】
: Any body can share some experiences? Thanks.
d****2
发帖数: 109
3
I see. Thank you:)

【在 b***k 的大作中提到】
: FEM is always a very hot topic in PDE numerical solution.
: In finance, I don't think it is commonly used, which I think because all
: the PDE models in finance are too simple in the point view of FEM category.
: But I do know some people researched on FEM application in finance.
: Hope this help.

1 (共1页)
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相关话题的讨论汇总
话题: finite话题: pricing话题: element话题: useful话题: fem