The pricing of vulnerable options with double Mellin transforms (Q465177): Difference between revisions

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+Q4000492
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+Q2906109
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+Q5437427
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+On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
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+Pricing Interest-Rate-Derivative Securities
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+Stochastic differential equations. An introduction with applications.
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+Option pricing with Mellin transforms
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+Pricing perpetual options using Mellin transforms
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+Pricing vulnerable options under a stochastic volatility model
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