A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates
2017 ◽
Vol 317
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pp. 652-671
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2021 ◽
pp. 095440892110259
2013 ◽
Vol 06
(01)
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pp. 1350005
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2018 ◽
Vol 7
(1)
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pp. 1
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2020 ◽
Vol 11
(4)
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Keyword(s):
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