Pages that link to "Item:Q4600764"
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The following pages link to Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764):
Displaying 3 items.
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- A Laplace transform approach to direct and inverse problems for multi-compartment models (Q5056797) (← links)
