---
title: Finite Difference Methods for Options Pricing
url: https://www.ml-quant.com/papers/ssrn/4810000/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4810000
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4810000
featured: 2024-05-01
citations: unknown
topic: Derivatives & Volatility
---


# Finite Difference Methods for Options Pricing

A new numerical method using the mimetic finite difference method is introduced for pricing American and European options, addressing the degeneracy of the Black-Scholes differential operator.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4810000
- Identifier: SSRN 4810000
- Released: 2024-04-27
- First featured: Quant Letter No. 47 (2024-05-01): https://www.ml-quant.com/issues/2024-05-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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