Analytic solution for American strangle options using Laplace-Carson transforms
type: Item
instance of: scholarly article
title: Analytic solution for American strangle options using Laplace-Carson transforms
author: Myungjoo Kang
author: Junkee Jeon
author: Heejae Han
author: Somin Lee
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2020-10-07T00:00:00Z
Mathematics Subject Classification ID: 91-XX
Mathematics Subject Classification ID: 35-XX
zbMATH DE Number: 7257496
zbMATH Keywords: American strangle options
zbMATH Keywords: free boundary problems
zbMATH Keywords: Laplace-Carson transforms
zbMATH Keywords: numerical Laplace inversion
MaRDI profile type: Publication
full work available at URL: j.cnsns.2016.11.024
OpenAlex ID: W2558862700
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DOI: 10.1016/J.CNSNS.2016.11.024
description: scientific article; zbMATH DE number 7257496