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224 pages • missing pub info (editions)
ISBN/UID: 9789814452618
Format: Hardcover
Language: English
Publisher: World Scientific Publishing Company
Publication date: 02 December 2014
Description
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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224 pages • missing pub info (editions)
ISBN/UID: 9789814452618
Format: Hardcover
Language: English
Publisher: World Scientific Publishing Company
Publication date: 02 December 2014
Description
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...
Community Reviews
Content Warnings