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zbMath1240.91161MaRDI QIDQ3076929

Ghada Alobaidi, Roland Mallier, Sattar Mansi

Publication date: 25 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

integro-differential equations Laplace transforms American options shout options

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10)

Related Items (3)

Asymptotic analysis of shout options close to expiry ⋮ INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS ⋮ Unnamed Item

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