I am using Mathematica to price options (built in functions, no need to reinvent the wheel, right?). In the documentation, the Binomial method is used as an example of specifying a non-standard method. I wanted to try other methods like Finite Difference and MonteCarlo, however, these do not work when I specify them, and I cannot find a list anywhere of the different methods available. Does anyone have any resources that I can use to better understand what is going on under the hood here?


closed as off-topic by Bob Jansen Nov 3 '15 at 17:32

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    $\begingroup$ Hi pyrex, welcome to Quant.SE! I see you have also posted this to Mathematica.SE where it fits better in my opinion so I've closed this question. See this question for guidance on cross-posting. $\endgroup$ – Bob Jansen Nov 3 '15 at 17:32
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    $\begingroup$ I'm voting to close this question as off-topic because cross-posted to Mathematica.SE $\endgroup$ – Bob Jansen Nov 3 '15 at 17:32