Lê Nhật Tân's Publications

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SCI journal papers (3) More...

1 Le Nhat Tan, Duy Minh Dang, Tran Vu Khanh: A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates Journal of Computational and Applied Mathematics 317: 652-671 (June 2017). [Pub ID : #3107]
2 Le Nhat Tan, Song Ping Zhu, Xiaoping Lu: An integral equation approach for the valuation of American-style down-and-out calls with rebates COMPUTERS & MATHEMATICS WITH APPLICATIONS 71(2): 544-564 (January 2016). [Pub ID : #3106]
3 Song-Ping Zhu, Le Nhat Tan, Wenting Chen, Xiaoping Lu: Pricing Parisian down-and-in options Applied Mathematics Letters 43: (May 2015). [Pub ID : #3104]

SCI-E journal papers (2) More...

1 Le Nhat Tan, Duy Minh Dang: Pricing American-style Parisian down-and-out call options. APPLIED MATHEMATICS AND COMPUTATION 305: 330-347 (July 2017). [Pub ID : #3022]
2 Le Nhat Tan, Xiaoping Lu, Song Ping Zhu: An analytical solution for Parisian up-and-in calls ANZIAM JOURNAL 57(3): 269-279 (January 2016). [Pub ID : #3105]