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Add to list Added to list Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
Carl Chiarella (Univ Of Technology, Sydney, Australia),Boda Kang (Univ Of York, Uk),Gunter H Meyer (Georgia Inst Of Technology, Usa)
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…
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