An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073)
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scientific article; zbMATH DE number 5930944
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| English | An integral representation approach for valuing American-style installment options with continuous payment plan |
scientific article; zbMATH DE number 5930944 |
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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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0.9096922278404236
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0.8764897584915161
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0.8693129420280457
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0.8435174226760864
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0.8401651382446289
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