20.500.12556/RUL-185893 Reševanje Black-Scholesove enačbe z metodo končnih diferenc delo diplomskega seminarja Solving the Black-Scholes equation using the finite difference method V diplomskem delu predstavimo eksplicitno, implicitno ter semi-implicitno metodo končnih diferenc za reševanje Black-Scholesove enačbe. Metode primerjamo med seboj po natančnosti in hitrosti. Za izračun implicitnih metod uporabimo direktne in iterativne metode. Med seboj primerjamo tudi Jacobijevo, Gauss-Seidelovo ter SOR iterativno metodo. In this thesis, we present the explicit, implicit, and semi-implicit finite difference methods for solving the Black-Scholes equation. We compare the methods with each other in terms of accuracy and speed. For the computation of the implicit methods, we utilize both direct and iterative methods. Furthermore, we compare the Jacobi, Gauss-Seidel, and SOR (Successive Over-Relaxation) iterative methods against one another. Black-Scholesova enačba metoda končnih diferenc evropske opcije Black-Scholes equation finite difference method European options true false false Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2026-08-22 08:15:19 2026-08-22 08:15:21 2026-08-24 09:33:22 0000-00-00 00:00:00 2026 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.6 161797 288605443 23458.pdf 23458.pdf 1 853DA717B70DD67AD2D16B84CC688D27 ef097de674a8db73a37633fc31b087b0f480c443bf40de794018367a15441bcc 75c57bb5-9df0-11f1-9b0d-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=244900 Fakulteta za matematiko in fiziko 0 0 0