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

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

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"