The numerical solution of the American option pricing problem : finite difference and transform approaches
Author(s)
Bibliographic Information
The numerical solution of the American option pricing problem : finite difference and transform approaches
World Scientific, c2015
- : hardcover
Available at 2 libraries
-
National Graduate Institute for Policy Studies Library (GRIPS Library)
: hardcover338.01||C4101388503
Note
Includes bibliographical references (p. 201-206) and index