American Put Options (Monographs and Surveys in Pure and Applied Mathematics No 84)
By: Donna Salopek (author)Hardback
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An American put option gives its owner the right to sell a share of stock at a given specified price on or before a given date. This book provides a detailed comparison of recent works on the American put option from both theoretical and computational approaches.
Introduction. Optimal Stopping and the American Put. Analytic Approximation of the American Put. Numerical Methods. Notation. Bibliography. Index.
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- ID: 9780582315945
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