A new integral equation approach for pricing American-style barrier options with rebates (Q2199770)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A new integral equation approach for pricing American-style barrier options with rebates |
scientific article; zbMATH DE number 7246882
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new integral equation approach for pricing American-style barrier options with rebates |
scientific article; zbMATH DE number 7246882 |
Statements
A new integral equation approach for pricing American-style barrier options with rebates (English)
0 references
14 September 2020
0 references
American-style
0 references
barrier options with rebates
0 references
incomplete Fourier transform
0 references
semi-analytical solution
0 references
integral equation
0 references
0 references
0 references
0 references
0 references
