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
From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton's option pricing theory. A unified approach is used
This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The text is designed for