Search Results - subject:"integral representation method"

Ciurlia, Pierangelo - Dipartimento di Economia, Università degli Studi di Roma 3 - 2010

boundary problem and using the integral representation method we derive integral expressions for both the initial premium and …

Persistent link: https://www.econbiz.de/10008620570

Ciurlia, Pierangelo; Roko, Ilir - In: Computational Economics 25 (2005) 1, pp. 143-165

us to derive valuation formulas for American continuous-installment options using the integral representation method and …

Persistent link: https://www.econbiz.de/10005701734

Roko, Ilir; Ciurlia, Pierangelo - Society for Computational Economics - SCE - 2005

, we formulate the pricing problem as a free boundary value problem and using the integral representation method we obtain …

Persistent link: https://www.econbiz.de/10005343002