Boda Kang: 1 book
The Numerical Solution of the American Option Pricing Problem
Finite Difference and Transform Approaches
Language: English
Release Date: October 10, 2014
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...
