Option pricing with Mellin transforms (Q1764950): Difference between revisions
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Property / DOI: 10.1016/j.mcm.2004.07.008 / rank | |||
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Property / cites work: The Mathematics of Financial Derivatives / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: Q4905685 / rank | |||
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank | |||
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Property / cites work: Q5681648 / rank | |||
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Property / cites work: Q4349551 / rank | |||
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Property / cites work: Q4000492 / rank | |||
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Property / DOI: 10.1016/J.MCM.2004.07.008 / rank | |||
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Latest revision as of 09:32, 11 December 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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