"An integral equation approach for the valuation of American-style ..."

Nhat-Tan Le, Song-Ping Zhu, Xiaoping Lu (2016)

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DOI: 10.1016/J.CAMWA.2015.12.013

access: open

type: Journal Article

metadata version: 2021-02-11

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Nhat-Tan Le, Song-Ping Zhu, Xiaoping Lu:
An integral equation approach for the valuation of American-style down-and-out calls with rebates. Comput. Math. Appl. 71(2): 544-564 (2016)

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