||0 of 1 people found the following review helpful.| Four Stars|By Witold Jurek|The book is what I have expected.|From the Inside Flap|The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the p
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 American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach whic...
[PDF.fb52] The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches Rating: 4.63 (566 Votes)
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