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Can I read The numerical solution of the American option pricing problem : finite difference and transformation approaches on EtoBox?
The numerical solution of the American option pricing problem : finite difference and transformation approaches by Carl Chiarella, Boda Kang, Gunter H. Meyer, University of Technology Staff is a business book available to read on EtoBox.
What is The numerical solution of the American option pricing problem : finite difference and transformation approaches about?
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, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution
Who reads The numerical solution of the American option pricing problem : finite difference and transformation approaches?
It is typically read by working professionals who need an authoritative practice reference.
Common subject areas: medicine, law, business, engineering.
- Author
- Carl Chiarella, Boda Kang, Gunter H. Meyer, University of Technology Staff
- Publisher
- World Scientific Publishing Company
- Published
- 2014
- Language
- EN
- ISBN
- 9789814452618
- Category
- business
- Subjects
- Business, Finance, Mathematics
- Updated
- 2026-03-25
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