译文(字数 2189):
在应用微分方程建模的学科和工程当中,有限差分方法是最常用的数值求解方法。在金融界,这个方法也日益受到人们的重视,越来越多地用在期权定价当中。其主要思想是:应用有限差分方法将衍生证券所满足的偏微分方程转化为一系列近似的差分方程,即用离散算子逼近………………
原文(字符数 6960):
外文出处: AR Mclntosh, F Gonzalez‐Lima - Human Brain Mapping, 2004 - Wiley Online Library
In the application of differential equation modeling and engineering disciplines among the finite difference method is the most commonly used numerical method. In the financial sector, this approach is also increasingly attention has been paid more and more of them used in option pricing. The main idea is: using the finite difference method for derivative securities to satisfy the partial differential equation.………………