Pages that link to "Item:Q508042"

The following pages link to A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042):

Displaying 7 items.

• The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
• A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
• Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
• An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
• Barrier option pricing in regime switching models with rebates (Q6565539) (← links)