Numerical Solution of the American Option Pricing Problem, The: Finite Difference and Transform Approaches

by Carl Chiarella, Gunter H. Meyer, Boda Kang, et al.

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The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the... This description may be from another edition of this product.

Format:Hardcover

Language:English

ISBN:9814452610

ISBN13:9789814452618

Release Date:August 2014

Publisher:World Scientific Publishing Company

Length:224 Pages

Weight:1.03 lbs.

Dimensions:0.6" x 6.0" x 9.0"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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Numerical Solution of the American Option Pricing Problem, The: Finite Difference and Transform Approaches

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