Option pricing with Mellin transforms (Q1764950): Difference between revisions
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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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Latest revision as of 17:42, 7 June 2024
scientific article
Language | Label | Description | Also known as |
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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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