AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544): Difference between revisions

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-Q217337
@@ Property / author: Q217337 / rank @@
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@@ Property / author @@
-Rogemar S. Mamon
@@ Property / author: Rogemar S. Mamon / rank @@
-Normal rank
@@ Property / author @@
+Marianito R. Rodrigo
@@ Property / author: Marianito R. Rodrigo / rank @@
+Normal rank
@@ Property / author @@
+Rogemar S. Mamon
@@ Property / author: Rogemar S. Mamon / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / cites work @@
+Semigroup theory applied to options
@@ Property / cites work: Semigroup theory applied to options / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+A new direct method for solving the Black-Scholes equation
+Normal rank
@@ Property / cites work @@
+Q3786804
@@ Property / cites work: Q3786804 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing perpetual options using Mellin transforms
@@ Property / cites work: Pricing perpetual options using Mellin transforms / rank @@
+Normal rank
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+An alternative approach to solving the Black-Scholes equation with time-varying parameters
+Normal rank