Nhat-Tan Le

Available identifiers

zbMath Open le.nhat-tanMaRDI QIDQ508040

List of research outcomes

Publication	Date of Publication	Type
Valuation of non-recourse stock loan using an integral equation approach	2020-12-04	Paper
An integral equation approach for the valuation of American-style down-and-out calls with rebates	2020-10-11	Paper
Pricing American-style Parisian down-and-out call options	2019-03-28	Paper
Pricing American-style Parisian up-and-out call options	2018-07-13	Paper
AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS	2017-10-17	Paper
A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates	2017-02-09	Paper
Pricing Parisian down-and-in options	2015-05-15	Paper

Research outcomes over time

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