American Put Options: 1st Edition (Hardback) book cover

American Put Options

1st Edition

By Donna Salopek

Chapman and Hall/CRC

128 pages

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Hardback: 9780582315945
pub: 1997-03-15
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Description

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.

Table of Contents

Introduction. Optimal Stopping and the American Put. Analytic Approximation of the American Put. Numerical Methods. Notation. Bibliography. Index.

About the Series

Monographs and Surveys in Pure and Applied Mathematics

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Subject Categories

BISAC Subject Codes/Headings:
MAT000000
MATHEMATICS / General
MAT003000
MATHEMATICS / Applied