Pages that link to "Item:Q972768"

The following pages link to On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768):

Displaying 13 items.

• Barrier option under Lévy model: a PIDE and Mellin transform approach (Q272119) (← links)
• On convergence of Laplace inversion for the American put option under the CEV model (Q277189) (← links)
• Modified Gauss-Laguerre exponential fitting based formulae (Q334329) (← links)
• Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
• The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
• Mellin's transform and application to some time series models (Q469991) (← links)
• Exponentially-fitted Gauss-Laguerre quadrature rule for integrals over an unbounded interval (Q2252745) (← links)
• Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
• Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691) (← links)
• Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
• PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
• (Q5094642) (← links)
• Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)