American Put Options

Front Cover
CRC Press, Mar 15, 1997 - Mathematics - 128 pages
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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.
 

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Contents

Introduction
1
Optimal Stopping and the American Put
21
Analytic Approximation of the American Put
45
Numerical Methods
77
Notation
105
Index
115
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