विधियों की तुलना करें

	क्रैंक-निकोलसन मूल्य निर्धारण	स्थानीय अस्थिरता (Dupire)	SABR मॉडल
क्षेत्र	मात्रात्मक वित्त	मात्रात्मक वित्त	मात्रात्मक वित्त
परिवार	Machine learning	Regression model	Regression model
उद्भव वर्ष	1947	1994	2002
प्रवर्तक	John Crank and Phyllis Nicolson	Bruno Dupire	Patrick S. Hagan
प्रकार	PDE Solver	Equity/FX Model	Interest Rate Model
मौलिक स्रोत	Crank, J., & Nicolson, P. (1947). A practical method for numerical evaluation of solutions of partial differential equations of the heat-conduction type. Mathematical Proceedings of the Cambridge Philosophical Society, 43(1), 50-67.	Dupire, B. (1994). Pricing with a smile. Risk Magazine, 7(1), 18-20.	Hagan, P. S., Kumar, D., Lesniewski, A. S., & Woodward, D. E. (2002). Managing smile risk. Wilmott Magazine, 1, 84-108.
उपनाम	CN Method, Implicit Finite Difference	Deterministic Volatility Function, DVF	Stochastic Volatility Model
संबंधित	3	4	4
सारांश	The Crank-Nicolson method is a widely-used implicit finite difference scheme for solving PDEs in option pricing. It provides second-order accuracy in both space and time, unconditional stability, and can efficiently price derivatives with early exercise features (American options) or complex boundary conditions.	Dupire's local volatility model (1994) is a deterministic framework that extracts a term and strike-dependent volatility function from market option prices. Unlike constant volatility, local volatility perfectly fits the observed implied volatility smile and is implemented via finite difference methods for European and American option pricing.	The SABR (Stochastic Alpha-Beta-Rho) model is a stochastic volatility framework introduced by Hagan et al. in 2002 for valuing interest rate derivatives. It captures the smile effect in implied volatility through correlated Brownian motions and has become industry standard for swaption and caplet pricing.