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

Sha Lin, Xin-Jiang He (2021)

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DOI: 10.1016/J.CAM.2020.113107

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type: Journal Article

metadata version: 2024-05-07

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Sha Lin, Xin-Jiang He:
A new integral equation approach for pricing American-style barrier options with rebates. J. Comput. Appl. Math. 383: 113107 (2021)

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