Valuing continuous-installment options
type: Item
instance of: scholarly article
title: Valuing continuous-installment options
zbMATH Open document ID: 1177.91130
author: Toshikazu Kimura
published in: European Journal of Operational Research
publication date: 2009-12-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 5645191
zbMATH Keywords: finance
zbMATH Keywords: continuous-installment options
zbMATH Keywords: free boundary problem
zbMATH Keywords: integral representation
zbMATH Keywords: Laplace transforms
describes a project that uses: Algorithm 368
MaRDI profile type: Publication
full work available at URL: j.ejor.2009.02.010
OpenAlex ID: W1996203697
cites work: The Fourier-series method for inverting transforms of probability distributions
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cites work: Valuing finite-lived Russian options
cites work: Q4942767
cites work: Q4905685
DOI: 10.1016/J.EJOR.2009.02.010
description: scientific article; zbMATH DE number 5645191