Laplace Transforms and the American Call Option

DOI10.1007/978-3-540-69532-5_2zbMath1149.91310OpenAlexW112811570MaRDI QIDQ3528724

Ghada Alobaidi, Roland Mallier

Publication date: 17 October 2008

Published in: Mathematical Control Theory and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69532-5_2

Mathematics Subject Classification ID

Portfolio theory (91G10)

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