AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM |
scientific article |
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AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (English)
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7 February 2007
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Mellin transform
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Black--Scholes PDE with time-dependent coefficients
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Black--Scholes kernel
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generalized put-call parity
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existence and uniqueness of option price
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