Recent content by Antonis

Although it was hard for me to find some intuition, i think i have somethink now at least. Nevertheless my code is giving the opossite results at the moment.

Thank you for your quick reply. So there is no way to check if my results are accurate or not. I am using numerical methods to find the answer such as Crank-Nicolson.

Hi all, i am trying to solve Asian option pricing using the PDE of Vecer for both discrete and continuous monitoring. I would like to ask you if my prices from discrete monitoring should be higher or lower than these of the continuous monitoring case? Thank you very much

Hi Glrish, are you still interested in distance MFE? Sorry for the delay but i didnt sign in for long time due to a personal problem. Thanks Antonis

Hi everyone, my name is Antonis and i am from Greece. I am studying distance FE at Columbia. I am excited with FE and all topics that i am learning but unfortunately here in Greece there are not opportunities for this kind of job. I would like to had an ooportunity from abroad because FE is...