The numerical solution of the American option pricing problem : finite difference and transform approaches

Author(s)

• Chiarella, Carl
• Kang, Boda
• Meyer, Gunter H.

Bibliographic Information

The numerical solution of the American option pricing problem : finite difference and transform approaches

Carl Chiarella, Boda Kang, Gunter H. Meyer

World Scientific, c2015

• : hardcover

Note

Includes bibliographical references (p. 201-206) and index

Details

• NCID: BB18873872
• ISBN:
  • 9789814452618
• LCCN: 2014021380
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: ix, 212 p.
• Size: 24 cm
• Classification:
  • LCC : HG6024.U6
  • DC23 : 332.64/23
  • DC : 332.64
• Subject Headings:
  • LCSH : Options (Finance) -- United States
  • LCSH : Options (Finance) -- Mathematical models