An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integral equation representation approach for valuing Russian options with a finite time horizon |
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An integral equation representation approach for valuing Russian options with a finite time horizon (English)
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15 September 2020
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Russian option
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free boundary problem
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integral equation
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mixed boundary condition
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recursive integration method
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Mellin transform
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