AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219530507000870 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2077235137 / rank | |||
Normal rank | |||
Latest revision as of 11:55, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM |
scientific article |
Statements
AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (English)
0 references
7 February 2007
0 references
Mellin transform
0 references
Black--Scholes PDE with time-dependent coefficients
0 references
Black--Scholes kernel
0 references
generalized put-call parity
0 references
existence and uniqueness of option price
0 references
