AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444)
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scientific article; zbMATH DE number 6792309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS |
scientific article; zbMATH DE number 6792309 |
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AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (English)
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17 October 2017
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Parisian options
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``moving window'' technique
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analytical solutions
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coupled integral equations
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