- Email: [email protected]
Pricing vulnerable path-dependent options using integral transforms
Accepted Manuscript Pricing vulnerable path-dependent options using integral transforms Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang PII: DOI: Reference:
S0377-0427(16)30444-7 http://dx.doi.org/10.1016/j.cam.2016.09.024 CAM 10812
To appear in:
Journal of Computational and Applied Mathematics
Received date: 10 August 2015 Please cite this article as: J. Jeon, J.-H. Yoon, M. Kang, Pricing vulnerable path-dependent options using integral transforms, Journal of Computational and Applied Mathematics (2016), http://dx.doi.org/10.1016/j.cam.2016.09.024 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.
S0377-0427(16)30444-7 http://dx.doi.org/10.1016/j.cam.2016.09.024 CAM 10812
To appear in:
Journal of Computational and Applied Mathematics
Received date: 10 August 2015 Please cite this article as: J. Jeon, J.-H. Yoon, M. Kang, Pricing vulnerable path-dependent options using integral transforms, Journal of Computational and Applied Mathematics (2016), http://dx.doi.org/10.1016/j.cam.2016.09.024 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.