Abstract
In this paper we present a Problem Solving Environment (PSE) for solving option pricing problems and comparing methods used for this purpose. An open underlying library of methods has been developed to support the functionality of the proposed PSE. PHP, a server-side, cross-platform, HTML embedded scripting language, is exploited to make the proposed environment available through the World Wide Web. The PSE is not addressed to expert users only. It is simple in use, fast and interactive, proposing dynamically selections depending on user's input. The output is returned in "real time", in either simple or graphical representation. © 2002 Springer-Verlag Berlin Heidelberg.
Cite
CITATION STYLE
Koulisianis, M. D., Tsolis, G. K., & Papatheodorou, T. S. (2002). A web-based Problem Solving Environment for solution of option pricing problems and comparison of methods. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2329 LNCS, pp. 673–682). Springer Verlag. https://doi.org/10.1007/3-540-46043-8_68
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