Laplace transforms and the American straddle.

Alobaidi, G., and Mallier, R.. "Laplace transforms and the American straddle.." Journal of Applied Mathematics 2.3 (2002): 121-129. <http://eudml.org/doc/49772>.

@article{Alobaidi2002,
author = {Alobaidi, G., Mallier, R.},
journal = {Journal of Applied Mathematics},
keywords = {American straddle options; partial Laplace transform},
language = {eng},
number = {3},
pages = {121-129},
publisher = {Hindawi Publishing Corporation, New York},
title = {Laplace transforms and the American straddle.},
url = {http://eudml.org/doc/49772},
volume = {2},
year = {2002},
}

TY - JOUR
AU - Alobaidi, G.
AU - Mallier, R.
TI - Laplace transforms and the American straddle.
JO - Journal of Applied Mathematics
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 2
IS - 3
SP - 121
EP - 129
LA - eng
KW - American straddle options; partial Laplace transform
UR - http://eudml.org/doc/49772
ER -