A simple and fast method for valuing American knock-out options with rebates (Q1681693): Difference between revisions

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+Q4905685
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+CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS
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+An integral equation approach for the valuation of American-style down-and-out calls with rebates
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+Valuing finite-lived Russian options
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+Valuing American options under the CEV model by Laplace-Carson transforms
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+Analytic solution for American strangle options using Laplace-Carson transforms
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+The Fourier-series method for inverting transforms of probability distributions
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+The Accurate Numerical Inversion of Laplace Transforms
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+Role of noise in a market model with stochastic volatility
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+VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS
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