Numerical Methods for American Option Pricing with Nonlinear Volatility
Author | : Wen Wang |
Publisher | : |
Total Pages | : |
Release | : 2015 |
ISBN-10 | : OCLC:933299649 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Numerical Methods for American Option Pricing with Nonlinear Volatility by : Wen Wang
Download or read book Numerical Methods for American Option Pricing with Nonlinear Volatility written by Wen Wang and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This dissertation is organized as follows: Chapter 1 is an introduction to option pricing theory; Chapter 2 focuses on theoretical model of uncertain volatility; Chapter 3 introduces the numerical methods; Chapter 4 shows the experiment results; Chapter 5 summarizes the work and points out some future research directions.