Search Results

Towards Efficient Nonlinear Option Pricing

Download or Read eBook Towards Efficient Nonlinear Option Pricing PDF written by Shih-Hau Tan and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle.
Towards Efficient Nonlinear Option Pricing
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:1112386995
ISBN-13 :
Rating : 4/5 (95 Downloads)

Book Synopsis Towards Efficient Nonlinear Option Pricing by : Shih-Hau Tan

Book excerpt:


Towards Efficient Nonlinear Option Pricing Related Books

Towards Efficient Nonlinear Option Pricing
Language: en
Pages:
Authors: Shih-Hau Tan
Categories:
Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

Nonlinear Option Pricing
Language: en
Pages: 486
Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

DOWNLOAD EBOOK

New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dim
Advanced Option Pricing Models
Language: en
Pages: 449
Authors: Jeffrey Owen Katz
Categories: Business & Economics
Type: BOOK - Published: 2005-03-21 - Publisher: McGraw Hill Professional

DOWNLOAD EBOOK

Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows opt
Nonlinear Pricing
Language: en
Pages: 446
Authors: Robert B. Wilson
Categories: Business & Economics
Type: BOOK - Published: 1993 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

What do phone rates, frequent flyer programs, and railroad tariffs all have in common? They are all examples of nonlinear pricing. Pricing is nonlinear when it
The Numerical Solution of the American Option Pricing Problem
Language: en
Pages: 223
Authors: Carl Chiarella
Categories: Options (Finance)
Type: BOOK - Published: 2014-10-14 - Publisher: World Scientific

DOWNLOAD EBOOK

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
Scroll to top