The Numerical Solution of the American Option Pricing Problem
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9789814452618, 9789814452625

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Conclusion

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0008 ◽

2014 ◽

pp. 199-200

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Introduction

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0001 ◽

2014 ◽

pp. 1-2

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The Merton and Heston Model for a Call

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0002 ◽

2014 ◽

pp. 3-9

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Fourier Cosine Expansion Approach

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0006 ◽

2014 ◽

pp. 141-168

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American Call Options under Jump-Diffusion Processes

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0003 ◽

2014 ◽

pp. 11-47 ◽

Keyword(s):

Diffusion Processes ◽

Jump Diffusion ◽

Call Options ◽

Jump Diffusion Processes

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BACK MATTER

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_bmatter ◽

2014 ◽

pp. 201-212

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Representation and Numerical Approximation of American Option Prices under Heston

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0005 ◽

2014 ◽

pp. 93-139

Keyword(s):

Numerical Approximation ◽

American Option ◽

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A Numerical Approach to Pricing American Call Options under SVJD

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0007 ◽

2014 ◽

pp. 169-198

Keyword(s):

Numerical Approach ◽

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American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_0004 ◽

2014 ◽

pp. 49-91

Keyword(s):

Stochastic Volatility ◽

Jump Diffusion ◽

American Option ◽

Option Prices ◽

Diffusion Dynamics

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FRONT MATTER

The Numerical Solution of the American Option Pricing Problem ◽

10.1142/9789814452625_fmatter ◽

2014 ◽

pp. i-ix

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