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~isPartOf:"Departmental Working Papers of Economics - University 'Roma Tre'"
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Installment options
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free boundary problem
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integral representations
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Fourier transform
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incomplete Fourier transforms
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Italian
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Ciurlia, Pierangelo
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Dipartimento di Economia, Università degli Studi di Roma 3
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Departmental Working Papers of Economics - University 'Roma Tre'
Computing in Economics and Finance 2005
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A systematic approach for valuing European-style
installment
options
with continuous payment plan
Ciurlia, Pierangelo
-
Dipartimento di Economia, Università degli Studi di Roma 3
-
2010
systematic treatment of the European
installment
options
, we propose a unified and easily applicable method to deal with a broad …
Persistent link: https://www.econbiz.de/10008559922
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2
A systematic approach for valuing American-style
installment
options
with continuous payment plan
Ciurlia, Pierangelo
-
Dipartimento di Economia, Università degli Studi di Roma 3
-
2010
installment
options
, we propose a unified and easily applicable method to deal with a wide range of monotonic payo functions and …
Persistent link: https://www.econbiz.de/10008642192
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