Pricing perpetual options using Mellin transforms (Q2484640)

From MaRDI portal
Revision as of 12:22, 13 March 2024 by Daniel (talk | contribs) (‎Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710327701624)
scientific article
Language Label Description Also known as
English
Pricing perpetual options using Mellin transforms
scientific article

    Statements

    title
    Pricing perpetual options using Mellin transforms (English)
    0 references
    author
    Radha Panini
    0 references
    R. P. Srivastav
    0 references
    publication date
    1 August 2005
    0 references
    zbMATH Keywords
    American put option
    0 references
    Perpetual option
    0 references
    Free boundary
    0 references

    Identifiers

    zbMATH DE Number
    2189628
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2484640&oldid=30826147"
    Powered by MediaWiki