A new integral equation approach for pricing American-style barrier options with rebates (Q2199770): Difference between revisions
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Revision as of 06:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new integral equation approach for pricing American-style barrier options with rebates |
scientific article |
Statements
A new integral equation approach for pricing American-style barrier options with rebates (English)
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14 September 2020
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American-style
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barrier options with rebates
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incomplete Fourier transform
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semi-analytical solution
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integral equation
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