The numerical solution of the American option pricing problem : finite difference and transformation approaches
Carl Chiarella (University of Technology, Sydney, Australia), Boda Kang (University of York, UK), Gunter H.Meyer (Georgia Institute of Technology, USA)
| 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] |
| Extent: | ix, 212 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 201 - 206 |
| ISBN: | 978-981-4452-61-8 ; 978-981-4452-62-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014277215