Pricing American options : aspects of computation
An American option is a type of option that can be exercised at any time up to its expiration. American options are generally hard to value, as there is no closed-form solution for the price of an American option. When there are multiple stochastic factors in the equation, the usual solution methods...
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Imperial College London
2012
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.550900 |