Nhat-Tan Le
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Valuation of non-recourse stock loan using an integral equation approach Journal of Integral Equations and Applications | 2020-12-04 | Paper |
| An integral equation approach for the valuation of American-style down-and-out calls with rebates Computers & Mathematics with Applications | 2020-10-11 | Paper |
| Pricing American-style Parisian down-and-out call options Applied Mathematics and Computation | 2019-03-28 | Paper |
| Pricing American-style Parisian up-and-out call options European Journal of Applied Mathematics | 2018-07-13 | Paper |
| An analytical solution for Parisian up-and-in calls The ANZIAM Journal | 2017-10-17 | Paper |
| A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates Journal of Computational and Applied Mathematics | 2017-02-09 | Paper |
| Pricing Parisian down-and-in options Applied Mathematics Letters | 2015-05-15 | Paper |
Research outcomes over time
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