Open Access

ARTICLE

Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method

D. L. Young^1,2, C. P. Sun¹, L. H. Shen¹

1 Department of Civil Engineering and Hydrotech Research Institute, National Taiwan University, Taipei 10617, Taiwan
2 Corresponding Author: D. L. Young, E-mail: dlyoung@ntu.edu.tw