Pricing American-style Parisian down-and-out call options (Q1735448)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American-style Parisian down-and-out call options |
scientific article |
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Pricing American-style Parisian down-and-out call options (English)
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28 March 2019
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integral equation approach
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American-style Parisian options
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Fourier sine transform
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coupled integral equations
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