Valuation of European continuous-installment options (Q660913)

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Valuation of European continuous-installment options
scientific article

    Statements

    title
    Valuation of European continuous-installment options (English)
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    author
    Pierangelo Ciurlia
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    publication date
    5 February 2012
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    zbMATH Keywords
    installment option
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    free boundary problem
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    integral representation method
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G60
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    65C05
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    zbMATH DE Number
    6003434
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