Pricing American-style Parisian down-and-out call options (Q1735448): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.amc.2017.02.015 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2593115344 / rank | |||
Normal rank | |||
Revision as of 23:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American-style Parisian down-and-out call options |
scientific article |
Statements
Pricing American-style Parisian down-and-out call options (English)
0 references
28 March 2019
0 references
integral equation approach
0 references
American-style Parisian options
0 references
Fourier sine transform
0 references
coupled integral equations
0 references
