Numerical Evaluation of American Options

By Liang Tan

In this book we discuss various numerical evaluation problems for American options. Base on Black-Scholes framework, we establish partial differential complementarity problems (PDCP) for American... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 383830442X
• ISBN13: 9783838304427
• Release Date: June 2009
• Publisher: LAP Lambert Academic Publishing
• Length: 176 Pages
• Weight: 0.59 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"