2024-03-29T04:43:17Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6812384
2017-11-24T10:50:53Z
35
60
91
Park, Kyunghyun; Jeon, Junkee
2017
6812384
English
Elsevier (Pergamon), Oxford
https://zbmath.org/06812384
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Chaos Solitons Fractals 103, 364-370 (2017).
91G20; 60G40; 35Q91; 91G60
A simple and fast method for valuing American knock-out options with rebates
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