Pages that link to "Item:Q2484640"
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The following pages link to Pricing perpetual options using Mellin transforms (Q2484640):
Displaying 11 items.
- 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)
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691) (← links)
- AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544) (← links)
- (Q5094642) (← links)
- (Q5212203) (← links)
- (Q5862234) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)