Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing
Crossref DOI link: https://doi.org/10.1007/s11425-020-1777-1
Published Online: 2021-07-29
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ma, Jingtang
Zhou, Zhiqiang
Text and Data Mining valid from 2021-07-29
Version of Record valid from 2021-07-29
Article History
Received: 15 June 2020
Accepted: 1 September 2020
First Online: 29 July 2021