Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba

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Date: 2004-09-23 12:01:54 Mathematical analysis Fourier analysis Mathematical physics Differential equations Investment Lookback option Laplace transform Fourier transform Symbol Wave equation		Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba Add to Reading List Source URL: www.rmi.nus.edu.sg Download Document from Source Website File Size: 355,08 KB Share Document on Facebook

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