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

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

by: Chiarella, Carl; Kang, Boda; Meyer, Gunter H

Publisher: World Scientific Publishing Company ( 2014-10-14 )

ISBN-13: 9789814452618

e-ISBN-13: 9789814452625

ISBN-10: 9814452610

Language: English