A new integral equation approach for pricing American-style...

A new integral equation approach for pricing American-style barrier options with rebates

Lin, Sha, He, Xin-Jiang
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Volume:
383
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2020.113107
Date:
February, 2021
File:
PDF, 860 KB
2021
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