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

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mcm.2004.07.008
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+W1994488279
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@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q5681648
@@ Property / cites work: Q5681648 / rank @@
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+Q5827353
@@ Property / cites work: Q5827353 / rank @@
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+Q4349551
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+Q4000492
@@ Property / cites work: Q4000492 / rank @@
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