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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

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

From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-

This dissertation is organized as follows: Chapter 1 is an introduction to option pricing theory; Chapter 2 focuses on theoretical model of uncertain volatility

This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential