A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042)
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scientific article; zbMATH DE number 6682828
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates |
scientific article; zbMATH DE number 6682828 |
Statements
A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (English)
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9 February 2017
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American barrier options
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decomposition
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Fourier sine transform
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heat equation
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rebate
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