A simple and fast method for valuing American knock-out options with rebates (Q1681693)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple and fast method for valuing American knock-out options with rebates |
scientific article |
Statements
A simple and fast method for valuing American knock-out options with rebates (English)
0 references
24 November 2017
0 references
American knock-out options
0 references
free boundary problems
0 references
Laplace-Carson transforms
0 references
numerical Laplace inversion
0 references
rebate
0 references
