An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073): Difference between revisions
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| Property / DOI: 10.1016/J.NA.2011.03.066 / rank | |||
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| Property / DOI: 10.1016/J.NA.2011.03.066 / rank | |||
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Latest revision as of 21:26, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integral representation approach for valuing American-style installment options with continuous payment plan |
scientific article |
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An integral representation approach for valuing American-style installment options with continuous payment plan (English)
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22 July 2011
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installment options
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free boundary problem
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incomplete Fourier transform
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integral representations
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