Autor: Boda Kang

Apoio

1 Ebooks por Boda Kang

Carl Chiarella & Boda Kang: NUMERICAL SOLUTION OF THE AMERICAN OPTION PRICING PROBLEM
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 …
EPUB
Inglês
DRM
€38.99