# Pricing Put Options with the Implicit Finite-Difference Method

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This Demonstration shows the impact of time to expiry, strike price, volatility, risk-free rate, and dividend:

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Contributed by: Michail Bozoudis (June 2014)

Suggested by: Michail Boutsikas

Open content licensed under CC BY-NC-SA

## Snapshots

## Details

References

[1] M. Brennan and E. Schwartz, "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis"*, The Journal of Financial and Quantitative Analysis*, 13(3), 1978 pp. 461–474.