Laplace transforms and American options (Q4784303)
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scientific article; zbMATH DE number 1843884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace transforms and American options |
scientific article; zbMATH DE number 1843884 |
Statements
Laplace transforms and American options (English)
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12 May 2003
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Laplace transform
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American options
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optimal exercise boundary
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dividend yield
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Fredholm-type integral equation
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