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The Numerical Solution of the American Option Pricing Problem

vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer;

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Mathematical Modeling And Methods Of Option Pricing

qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse;

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Computational Methods for Option Pricing

tool for speeding up the numerical implementations.Calibration of volatility with European and American options. The use of automatic;

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Numerical Methods In Finance With C++

option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available;

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Complete Gde To Option Pricing Formulas

Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and;

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Mastering Mathematical Finance

option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available;

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Mastering Mathematical Finance

option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available;

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Nonlinear Option Pricing

-Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for;

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PDE and Martingale Methods in Option Pricing

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;

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Publications of the Newton Institute

in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution;

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Numerical Methods for Finance

methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the;

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Numerical Methods in Finance

in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution;

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The Fitted Finite Volume and Power Penalty Methods for Option Pricing

This book contains mostly the author's up-to-date research results in the area. Option pricing has attracted much attention in the past;

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Option Pricing and Estimation of Financial Models with R

time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times;

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Implementing Models In Quantitative Finance

This book puts numerical methods in action for the purpose of solving practical problems in quantitative finance. The first part develops a;

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Analysis, Geometry, and Modeling in Finance

were previously available. Through the problem of option pricing, the author introduces powerful tools and methods, including differential;

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American-Style Derivatives

developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with an emphasis on the valuation of American;

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American-Style Derivatives

developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with an emphasis on the valuation of American;

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A Time Series Approach to Option Pricing

than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option;

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Pricing Financial Instruments

Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern;

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Numerical Methods and Optimization in Finance

of estimation and option pricing models. Such practical examples allow readers to learn the steps for solving specific problems and apply these steps to;

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Computational Transport Phenomena

discussion of the problem system equations. Also included are the numerical methods used; computer code for the solution of the problem system;

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Computational Transport Phenomena

discussion of the problem system equations. Also included are the numerical methods used; computer code for the solution of the problem system;

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A Forward-Backward SDEs Approach to Pricing in Carbon Markets

and uniqueness of solutions for the pricing problem, stability of solutions and their behavior. These fit into the theory of fully coupled;

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Numerical Solution of Ordinary Differential Equations

This new work is an introduction to the numerical solution of the initial value problem for a system of ordinary differential equations;

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Numerical Solution of Ordinary Differential Equations

This new work is an introduction to the numerical solution of the initial value problem for a system of ordinary differential equations;

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Hedging & Pricing of Options Using Least Squares Through Simulation

the plain vanilla American put option is priced. The price as well as Option Greeks are compared against well-known procedures used in the;

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