Pages that link to "Item:Q2906109"

The following pages link to Analytical solution for an arithmetic Asian option using Mellin transforms (Q2906109):

Displaying 6 items.

• Fourier transform of the continuous arithmetic Asian options PDE (Q420220) (← links)
• The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
• Transforming arithmetic Asian option PDE to the parabolic equation with constant coefficients (Q539363) (← links)
• Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691) (← links)
• Pricing Asian options in financial markets using Mellin transforms (Q5247713) (← links)
• Pricing vulnerable options under jump diffusion processes using double Mellin transform (Q6171523) (← links)