Installment options close to expiry.
Pricing equity-linked debt using the Vasicek model.
The American put option close to expiry.
Laplace transforms and the American straddle.
An American convert close to maturity.
Further Generalization of Kobayashi's Gamma Function
In this paper, we introduce a further generalization of the gamma function involving Gauss hypergeometric function 2F1 (a, b; c; z)
Page 1