Option pricing with Mellin transforms (Q1764950)

From MaRDI portal
Revision as of 21:37, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Option pricing with Mellin transforms
scientific article

    Statements

    title
    Option pricing with Mellin transforms (English)
    0 references
    author
    R. P. Srivastav
    0 references
    Radha Panini
    0 references
    publication date
    22 February 2005
    0 references
    zbMATH Keywords
    Basket put option
    0 references
    Free boundary
    0 references
    Mellin transform
    0 references
    Convolution
    0 references
    Black-Scholes equation
    0 references

    Identifiers

    zbMATH DE Number
    2137057
    0 references
    OpenAlex ID
    W1994488279
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1764950&oldid=32006769"
    Powered by MediaWiki