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Valuing continuous-installment options - MaRDI portal

Valuing continuous-installment options (Q1044158)

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scientific article; zbMATH DE number 5645191
Language Label Description Also known as
English
Valuing continuous-installment options
scientific article; zbMATH DE number 5645191

    Statements

    title
    Valuing continuous-installment options (English)
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    author
    Toshikazu Kimura
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    publication date
    10 December 2009
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    zbMATH Keywords
    finance
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    continuous-installment options
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    free boundary problem
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    integral representation
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    Laplace transforms
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    Identifiers

    zbMATH DE Number
    5645191
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    OpenAlex ID
    W1996203697
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