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1 produkter

1. 

   NUMERICAL SOLUTION OF THE AMERICAN OPTION PRICING PROBLEM, THE: FINITE DIFFERENCE AND TRANSFORM APPROACHES

   Av Carl Chiarella, Boda Kang m. fl.

   Inbunden, 2014

   1331 kr

   Lägg i varukorg

   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 …