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The Numerical Solution of the American Option Pricing Problem
Language: en
Pages: 223
Authors: Carl Chiarella
Categories: Options (Finance)
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific

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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
Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
Language: en
Pages: 223
Authors: Carl Chiarella
Categories: Business & Economics
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific

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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
Fractional Calculus
Language: en
Pages: 426
Authors: Dumitru Baleanu
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential
Mathematical Modeling and Methods of Option Pricing
Language: en
Pages: 344
Authors: Lishang Jiang
Categories: Science
Type: BOOK - Published: 2005 - Publisher: World Scientific

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From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton's option pricing theory. A unified approach is used
PDE and Martingale Methods in Option Pricing
Language: en
Pages: 727
Authors: Andrea Pascucci
Categories: Mathematics
Type: BOOK - Published: 2011-04-15 - Publisher: Springer Science & Business Media

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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