8 有限差分法のフレームワーク
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8.1 古いフレームワーク
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8.1.1 微分演算子
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8.1.2 時間軸方向の差分スキーム
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8.1.3 境界条件
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8.1.4 Step Condition: 時間ステップ遷移時の条件
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8.1.5 有限差分モデルクラス
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8.1.6 例:アメリカンオプション
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8.1.7 時間に依存する差分演算子
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8.2 新しいフレームワーク
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8.2.1 メッシャー(離散化した確率変数の格子)
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8.2.2 差分演算子
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8.2.3 例:Black-Scholesモデル用の差分演算子
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8.2.4 初期条件、境界条件 および 時間ステップ条件
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8.2.5 時間軸方向の差分スキームとソルバー
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