Pages that link to "Item:Q508042"

The following pages link to A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042):

Displaying 3 items.

• Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
• Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
• Barrier option pricing in regime switching models with rebates (Q6565539) (← links)