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Common Integral Formulas

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Preview of Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model
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Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model (215163.pdf)

1.89 MBEN 12 pages
The valuation for an American continuous-installment put option on a zero-coupon bond is considered under the Vasicek interest rate model.
Preview of Télécharger le fichier
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Télécharger le fichier (lelay.pdf)

540 KBCatherine Lelay, Guillaume MelquiondFR 17 pages
La bibliothèque standard de Coq contient des définitions et des lemmes pour l'analyse, mais ceux-ci se limitent à l'étude de fonctions totales à une seule...

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