Pricing American-style Parisian down-and-out call options
type: Item
instance of: scholarly article
title: Pricing American-style Parisian down-and-out call options
zbMATH Open document ID: 1411.91571
author: Nhat-Tan Le
author: Xiaoping Lu
author: Song-Ping Zhu
author: D. M. Dang
published in: Applied Mathematics and Computation
publication date: 2019-03-28T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 7044185
zbMATH Keywords: integral equation approach
zbMATH Keywords: American-style Parisian options
zbMATH Keywords: Fourier sine transform
zbMATH Keywords: coupled integral equations
MaRDI profile type: Publication
full work available at URL: j.amc.2017.02.015
OpenAlex ID: W2593115344
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DOI: 10.1016/J.AMC.2017.02.015
description: scientific article; zbMATH DE number 7044185