  We propose numerical procedures for computing the prices of forward
contracts, in which the underlying asset price is a Markovian local martingale.
If the underlying process is a strict local martingale, multiple solutions
exist for the corresponding Black-Scholes equations, and the derivative prices
are characterized as the minimal solutions. Our prices are upper and lower
bounds obtained using numerical methods on a finite grid under the respective
boundary conditions. These bounds and the boundary values converge to the exact
value as the underlying price approaches infinity. The proposed procedures are
demonstrated through numerical tests.
