Option pricing with Mellin transforms (Q1764950): Difference between revisions

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Property / author: Radha Panini / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.mcm.2004.07.008 / rank
 
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Property / OpenAlex ID: W1994488279 / rank
 
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Property / cites work: The Mathematics of Financial Derivatives / rank
 
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
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Latest revision as of 17:42, 7 June 2024

scientific article
Language Label Description Also known as
English
Option pricing with Mellin transforms
scientific article

    Statements

    Option pricing with Mellin transforms (English)
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    22 February 2005
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    Basket put option
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    Free boundary
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    Mellin transform
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    Convolution
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    Black-Scholes equation
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    Identifiers