Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing |
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Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (English)
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31 May 2022
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Parisian option
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Parasian option
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coupled PDE
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Laplace transform method
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convergence rate
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