Numerical Solution of the American Option Pricing Problem, The: Finite Difference and Transform Approaches by Gunter H. Meyer, Boda Kang, Carl Chiarella

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

Gunter H. Meyer, Boda Kang, Carl Chiarella

224 pages missing pub info (editions)

nonfiction business economics mathematics informative medium-paced
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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 American Option Pricing Problem, Carl Chiarella...

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