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