American continuous-installment options of barrier type
type: Item
instance of: scholarly article
title: American continuous-installment options of barrier type
zbMATH Open document ID: 1377.91157
author: Guohe Deng
published in: Journal of Systems Science and Complexity
publication date: 2015-11-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6506950
zbMATH Keywords: American barrier option
zbMATH Keywords: installment options
zbMATH Keywords: numerical implementation
MaRDI profile type: Publication
full work available at URL: s11424-013-0310-y
OpenAlex ID: W2108811930
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DOI: 10.1007/S11424-013-0310-Y
description: scientific article; zbMATH DE number 6506950