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Conclusion

In: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches

Author

Listed:
  • Carl Chiarella
  • Boda Kang
  • Gunter H. Meyer

Abstract

This book has explored the pricing of American options. It has focused in particular on American call options but the techniques are generally applicable. We started in Chapter 2 with the case of the underlying asset dynamics following a jump-diffusion and stochastic volatility process…

Suggested Citation

  • Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Conclusion," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 8, pages 199-200, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814452625_0008
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