Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252)

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Analytic solution for American strangle options using Laplace-Carson transforms
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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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