//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Abrahams, I."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Wiener-Hopf equation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Barrier options
1
Black-Scholes
1
Wiener-Hopf equation
1
discrete monitoring
1
z-transform
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Abrahams, I.
Beznosyk, Yurii
1
Bugaieva, Liudmyla
1
Fusai, Gianluca
1
Sgarra, Carlo
1
Yu, Ping
1
Published in...
All
Finance and Stochastics
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I.
;
Sgarra, Carlo
- In:
Finance and Stochastics
10
(
2006
)
1
,
pp. 1-26
-Scholes framework. We reduce the valuation problem to a
Wiener-Hopf
equation
that can be solved analytically. We are able to give …
Persistent link: https://www.econbiz.de/10005390740
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->