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The numerical solution of the American option pricing problem : finite difference and transform approaches /
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 American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical a...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New Jersey :
World Scientific Pub.,
2014.
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| Subjects: | |
| Online Access: | Texto completo |