Evaluation of American strangles (Q953735)

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Evaluation of American strangles
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    title
    Evaluation of American strangles (English)
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    author
    Carl Chiarella
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    Andrew Ziogas
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    publication date
    6 November 2008
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    Mathematics Subject Classification ID
    91G20
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    35R35
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    45F05
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    65R20
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    91G60
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    zbMATH DE Number
    5362853
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    zbMATH Keywords
    American options
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    coupled Volterra integral equation
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    incomplete Fourier transform
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    free-boundary problem
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