A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6682828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates |
scientific article; zbMATH DE number 6682828 |
Statements
A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (English)
0 references
9 February 2017
0 references
American barrier options
0 references
decomposition
0 references
Fourier sine transform
0 references
heat equation
0 references
rebate
0 references
0 references
0.8528875708580017
0 references
0.8019132018089294
0 references
0.7621603012084961
0 references
0.754223644733429
0 references
0.7414752840995789
0 references
