The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this

The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this

This title will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential

From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton's option pricing theory. A unified approach is used

New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dime