Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252)
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scientific article; zbMATH DE number 7257496
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| English | Analytic solution for American strangle options using Laplace-Carson transforms |
scientific article; zbMATH DE number 7257496 |
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Analytic solution for American strangle options using Laplace-Carson transforms (English)
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7 October 2020
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American strangle options
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free boundary problems
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Laplace-Carson transforms
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numerical Laplace inversion
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0.8549260497093201
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0.8200134038925171
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0.8095940351486206
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0.7940473556518555
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0.7897833585739136
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