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