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Roland Mallier · Study
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Author
Roland Mallier
6 works
· latest 2006
· 1 institutions
cluster: provisional
ORCID 0000-0001-9957-5856
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Citations
138
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Most cited in this library
LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
2004 · 36 citations
Laplace transforms and American options
2000 · 32 citations
Laplace transforms and the American straddle
2002 · 19 citations
Installment options close to expiry
2006 · 17 citations
Asymptotic analysis of American call options
2001 · 17 citations
Works
6 shown
Installment options close to expiry
International Journal of Stochastic Analysis
·
2006
·
2 authors
·
Open access
17
citations
LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
Mathematical Models and Methods in Applied Sciences
·
2004
·
3 authors
36
citations
Laplace transforms and the American straddle
Journal of Applied Mathematics
·
2002
·
2 authors
·
Open access
19
citations
Asymptotic analysis of American call options
International Journal of Mathematics and Mathematical Sciences
·
2001
·
2 authors
·
Open access
17
citations
On the optimal exercise boundary for an American put option
Journal of Applied Mathematics
·
2001
·
2 authors
·
Open access
17
citations
Laplace transforms and American options
Applied Mathematical Finance
·
2000
·
2 authors
32
citations