A new integral equation approach for pricing American-style barrier options with rebates

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2020.113107 ◽

2021 ◽

Vol 383 ◽

pp. 113107

Author(s):

Sha Lin ◽

Xin-Jiang He

Keyword(s):

Integral Equation ◽

Barrier Options ◽

Equation Approach ◽

Integral Equation Approach ◽

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An integral equation approach for the valuation of American-style down-and-out calls with rebates

Computers & Mathematics with Applications ◽

10.1016/j.camwa.2015.12.013 ◽

2016 ◽

Vol 71 (2) ◽

pp. 544-564 ◽

Author(s):

Nhat-Tan Le ◽

Song-Ping Zhu ◽

Xiaoping Lu

Keyword(s):

Integral Equation ◽

Equation Approach ◽

Integral Equation Approach ◽

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AN INTEGRAL EQUATION APPROACH TO PHASE TRANSITIONS IN FERROFLUIDS

Le Journal de Physique Colloques ◽

10.1051/jphyscol:19888845 ◽

1988 ◽

Vol 49 (C8) ◽

pp. C8-1847-C8-1848

Author(s):

G. A. R. Martin ◽

A. Bradbury ◽

R. W. Chantrell

Keyword(s):

Integral Equation ◽

Phase Transitions ◽

Equation Approach ◽

Integral Equation Approach

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Elliptic estimates in composite media with smooth inclusions: an integral equation approach

Annales Scientifiques de l École Normale Supérieure ◽

10.24033/asens.2249 ◽

2015 ◽

Vol 48 (2) ◽

pp. 453-495 ◽

Author(s):

Habib Ammari ◽

Eric Bonnetier ◽

Faouzi Triki ◽

Michael Vogelius

Keyword(s):

Integral Equation ◽

Equation Approach ◽

Composite Media ◽

Integral Equation Approach ◽

Elliptic Estimates

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A Second-Kind Fredholm Integral-Equation Approach for Simple Low- and High-Frequency Solutions of the Perfectly-Conducting Circular Disk

2020 International Symposium on Electromagnetic Compatibility - EMC EUROPE ◽

10.1109/emceurope48519.2020.9245877 ◽

2020 ◽

Author(s):

G. Lovat ◽

P. Burghignoli ◽

R. Araneo ◽

L. Verolino

Keyword(s):

Integral Equation ◽

Fredholm Integral Equation ◽

High Frequency ◽

Circular Disk ◽

Equation Approach ◽

Integral Equation Approach

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On the use of an integral equation approach for the numerical solution of a Cauchy problem for Laplace equation in a doubly connected planar domain

Inverse Problems in Science and Engineering ◽

10.1080/17415977.2013.829467 ◽

2013 ◽

Vol 22 (1) ◽

pp. 130-149 ◽

Author(s):

Roman Chapko ◽

B. Tomas Johansson ◽

Yuriy Savka

Keyword(s):

Integral Equation ◽

Cauchy Problem ◽

Numerical Solution ◽

Laplace Equation ◽

Planar Domain ◽

Equation Approach ◽

Integral Equation Approach

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New Integral Equation Approach for a Curved Rigid Line Problem in an Infinite Plate

Journal of Applied Mechanics ◽

10.1115/1.3176160 ◽

1989 ◽

Vol 56 (3) ◽

pp. 729-730

Author(s):

Y. Z. Chen

Keyword(s):

Integral Equation ◽

Infinite Plate ◽

Equation Approach ◽

Integral Equation Approach

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Three-dimensional integral-equation approach to proton- and antiproton-hydrogen collisions

Physical Review A ◽

10.1103/physreva.80.022704 ◽

2009 ◽

Vol 80 (2) ◽

Author(s):

A. S. Kadyrov ◽

I. B. Abdurakhmanov ◽

I. Bray ◽

A. T. Stelbovics

Keyword(s):

Integral Equation ◽

Three Dimensional ◽

Equation Approach ◽

Integral Equation Approach ◽

Dimensional Integral

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Weaker singular integral equation approach for an oblique edge crack problem of half-plane

International Journal of Fracture ◽

10.1007/bf00040378 ◽

1995 ◽

Vol 72 (4) ◽

pp. R77-R80 ◽

Author(s):

Y. Z. Chen

Keyword(s):

Integral Equation ◽

Singular Integral Equation ◽

Singular Integral ◽

Crack Problem ◽

Equation Approach ◽

Integral Equation Approach ◽

Edge Crack Problem

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Triangular patch modeling of arbitrary bodies - An electric field integral equation approach for both open and closed bodies

10.1109/aps.1979.1148134 ◽

2005 ◽

Author(s):

D. Wilton ◽

S. Rao ◽

A. Glisson

Keyword(s):

Integral Equation ◽

Electric Field ◽

Equation Approach ◽

Electric Field Integral Equation ◽

Triangular Patch ◽

Integral Equation Approach ◽

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Application of the dual reciprocity boundary integral equation approach to solve fourth-order time-fractional partial differential equations

International Journal of Computer Mathematics ◽

10.1080/00207160.2017.1365141 ◽

2017 ◽

Vol 95 (10) ◽

pp. 2066-2081 ◽

Author(s):

Mehdi Dehghan ◽

Mansour Safarpoor

Keyword(s):

Integral Equation ◽

Partial Differential Equations ◽

Differential Equations ◽

Boundary Integral Equation ◽

Fourth Order ◽

Boundary Integral ◽

Equation Approach ◽

Fractional Partial Differential Equations ◽

Partial Differential ◽

Integral Equation Approach

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