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

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

No Customer Reviews

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"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2025 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ^® and the ThriftBooks ^® logo are registered trademarks of Thrift Books Global, LLC

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

Recommended

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us