Valuation of American Continuous-Installment Options
Year of publication: |
2005
|
---|---|
Authors: | Ciurlia, Pierangelo ; Roko, Ilir |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 25.2005, 1, p. 143-165
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | installment option | free boundary-value problem | integral representation method |
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