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Unstructured meshing for two asset barrier options

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Author Info
D. M. Pooley, P. A. Forsyth, K. R. Vetzal, R. B. Simpson
Abstract

Discretely observed barriers introduce discontinuities in the solution of two asset option pricing partial differential equations (PDEs) at barrier observation dates. Consequently, an accurate solution of the pricing PDE requires a fine mesh spacing near the barriers. Non-rectangular barriers pose difficulties for finite difference methods using structured meshes. It is shown that the finite element method (FEM) with standard unstructured meshing techniques can lead to significant efficiency gains over structured meshes with a comparable number of vertices. The greater accuracy achieved with unstructured meshes is shown to more than compensate for a greater solve time due to an increase in sparse matrix condition number. Results are presented for a variety of barrier shapes, including rectangles, ellipses, and rotations of these shapes. It is claimed that ellipses best represent constant (risk neutral) probability regions of underlying asset price-point movement, and are thus natural two-dimensional barrier shapes.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Mathematical Finance.

Volume (Year): 7 (2000)
Issue (Month): 1 (March)
Pages: 33-60
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Handle: RePEc:taf:apmtfi:v:7:y:2000:i:1:p:33-60

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Related research
Keywords: Finite Element Unstructured Meshing Barrier Options;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. P.A. Forsyth, K.R. Vetzal, R. Zvan, 1999. "A finite element approach to the pricing of discrete lookbacks with stochastic volatility," Applied Mathematical Finance, Taylor and Francis Journals, vol. 6(2), pages 87-106, June. [Downloadable!] (restricted)
  2. Jin-Chuan Duan & Evan Dudley & Geneviève Gauthier & Jean-Guy Simonato, 1999. "Pricing Discretely Monitored Barrier Options by a Markov Chain," CIRANO Working Papers 99s-15, CIRANO. [Downloadable!]
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Cited by:
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  1. Raahauge, Peter, 2004. "Higher-Order Finite Element Solutions of Option Prices," Working Papers 2004-5, Copenhagen Business School, Department of Finance. [Downloadable!]
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This page was last updated on 2009-12-10.


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