The pricing of vulnerable options with double Mellin transforms (Q465177): Difference between revisions
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Revision as of 00:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of vulnerable options with double Mellin transforms |
scientific article |
Statements
The pricing of vulnerable options with double Mellin transforms (English)
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31 October 2014
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vulnerable option
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double Mellin transform
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Mellin convolution
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Hull-White interest rates
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