Installment options are path-dependent contingent claims in which the premium is paid
discretely or continuously in installments, instead of paying a lump sum at the time of …

In this paper, we study the existence, uniqueness, and stability of solutions to the pricing
problem of European continuous-installment options under the regime-switching model …

In this paper, we proposed Markov‐modulated models to value vanilla European‐style
continuous‐installment options with a numerical approach. The flexibility in installment …

This paper is concerned with the valuation of European continuous-installment options
where the aim is to determine the initial premium given a constant installment payment plan …

This paper presents an integral equation approach for pricing American continuous-
installment options when the stock price follows Heston's stochastic volatility model. By …

This study examines the valuation of European continuous-installment barrier options with
dividend payments, under the classical Black–Scholes model. By using Mellin transform …

A perpetual continuous-installment option is an infinite maturity option in which the premium
is paid continuously instead of upfront. The holder has the right to terminate payments at any …

In this paper we present an integral equation approach for the valuation of European-style
installment derivatives when the payment plan is assumed to be a continuous function of the …

In this paper we consider the European continuous installment call option. Then its linear
complementarity formulation is given. Writing the resulted problem in variational form, we …

In this paper, installment options on the underlying asset which evolves according to Black-
Scholes model and pays constant dividend to its owner will be considered. Applying …