A simple and fast method for valuing American knock-out options with rebates (Q1681693)
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scientific article; zbMATH DE number 6812384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple and fast method for valuing American knock-out options with rebates |
scientific article; zbMATH DE number 6812384 |
Statements
A simple and fast method for valuing American knock-out options with rebates (English)
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24 November 2017
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American knock-out options
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free boundary problems
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Laplace-Carson transforms
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numerical Laplace inversion
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rebate
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