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1st Edition

American Put Options



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ISBN 9780582315945
Published March 15, 1997 by Chapman and Hall/CRC
128 Pages

 
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Book 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.

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