Valuing continuous-installment options (Q1044158)

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scientific article; zbMATH DE number 5645191
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English
Valuing continuous-installment options
scientific article; zbMATH DE number 5645191

    Statements

    Valuing continuous-installment options (English)
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    10 December 2009
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    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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