Option pricing with Mellin transforms (Q1764950)

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Option pricing with Mellin transforms
scientific article

    Statements

    title
    Option pricing with Mellin transforms (English)
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    author
    R. P. Srivastav
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    publication date
    22 February 2005
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    2137057
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