✦ LIBER ✦

Laplace transforms and American options

✍ Scribed by Mallier, Roland; Alobaidi, Ghada

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Valuing American options under the CEV m

✍ Hoi Ying Wong; Jing Zhao 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 453 KB

Time Changes, Laplace Transforms and Pat

✍ Hélyette Geman 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 89 KB

Pricing double barrier options using Lap

✍ Antoon Pelsser 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 72 KB

Initialization using laplace transforms

✍ By Peter Lynch 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 864 KB

Comment on ‘Pricing double barrier optio

✍ C.H. Hui; C.F. Lo; P.H. Yuen 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 241 KB

Laplace Transforms, Programs and Problem

✍ Stroud, K. A.; Debnath, Lokenath 📂 Article 📅 1977 🏛 Institute of Electrical and Electronics Engineers ⚖ 295 KB