Pages that link to "Item:Q2336691"

The following pages link to Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691):

Displaying 17 items.

• Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
• Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
• An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Some properties concerning the analysis of generalized Wright function (Q1987442) (← links)
• Valuing vulnerable geometric Asian options (Q2006638) (← links)
• Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
• On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
• Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
• Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
• Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
• Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
• Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (Q2666525) (← links)
• (Q4582807) (← links)
• (Q4970492) (← links)
• AN APPROXIMATED EUROPEAN OPTION PRICE UNDER STOCHASTIC ELASTICITY OF VARIANCE USING MELLIN TRANSFORMS (Q5239770) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)