The numerical solution of the American option pricing problem : finite difference and transformation approaches
Year of publication: |
[2015]
|
---|---|
Authors: | Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H. |
Publisher: |
New Jersey : World Scientific |
Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Mathematik | Mathematics | USA | Kreditderivat |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
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