Pricing perpetual options using Mellin transforms (Q2484640): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+https://doi.org/10.1016/j.aml.2004.03.012
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+W2078752624
@@ Property / OpenAlex ID: W2078752624 / rank @@
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@@ Property / cites work @@
+Option pricing with Mellin transforms
@@ Property / cites work: Option pricing with Mellin transforms / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2484640