Numerical analysis of American options
By: by Hongtao Yang
Published: 2002
Language: eng
Number of pages: 113
Subjects: Stock options; Mathematical models; Zero coupon securities; Numerical analysis
Notes: "A thesis submitted to the Faculty of Graduate Studies and Research in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematical Finance, Department of Mathematical and Statistical Sciences."

"Spring 2002"

Thesis (Ph.D)--University of Alberta, Dept. of Mathematical and Statistical Sciences, 2002.