Pricing American-style Parisian up-and-out call options (Q4575271)
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scientific article; zbMATH DE number 6903415
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| English | Pricing American-style Parisian up-and-out call options |
scientific article; zbMATH DE number 6903415 |
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Pricing American-style Parisian up-and-out call options (English)
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13 July 2018
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integral equation approach
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American-style Parisian options
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Fourier sine transform
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optimal exercise boundaries
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