Abstract and Applied Analysis

Research Article

An Efficient Method for Solving Spread Option Pricing Problem: Numerical Analysis and Computing

Table 2

Comparing several methods for American option pricing.
 AnalyticFFTMCFDM
08.5132018.5130798.5166138.508198
27.5422967.5422427.5454967.534064
46.6530606.6529766.6563646.648792