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

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

This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential

This book constitutes the thoroughly refereed post-conference proceedings of the 6th International Conference on Finite Difference Methods, FDM 2014, held in Lo

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the