An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An integral representation approach for valuing American-style installment options with continuous payment plan |
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 |
Statements
An integral representation approach for valuing American-style installment options with continuous payment plan (English)
0 references
22 July 2011
0 references
installment options
0 references
free boundary problem
0 references
incomplete Fourier transform
0 references
integral representations
0 references
