𝔖 Bobbio Scriptorium
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An approach of capability representation for improving capacity planning

✍ Scribed by Gupta, A.; Lödding, H.; Tseng, M. M.

Book ID
126768015
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
160 KB
Volume
44
Category
Article
ISSN
0020-7543

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In this paper, we present an integral equation approach for the valuation of Americanstyle installment derivatives when the payment plan is assumed to be a continuous function of the asset price and time. The contribution of this study is threefold. First, we show that in the Black-Scholes model the