Hi,

  • Is there any demand to implement high-order numerical schemes to Black Scholes model for option pricing? I saw some papers regarding this issue but it's not really clear wheather there is substantial commercial demand for this kind of things.
  • What are the open questions in the field of option pricing and numerical methods? Are there any essential disadvantages in current methods that need to be solved or improved somehow?
  • Thanks,

    Ory.

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