An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073)

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An integral representation approach for valuing American-style installment options with continuous payment plan
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    An integral representation approach for valuing American-style installment options with continuous payment plan (English)
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    22 July 2011
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    installment options
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    free boundary problem
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    incomplete Fourier transform
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    integral representations
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