Pages that link to "Item:Q3421544"
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The following pages link to AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544):
Displaying 7 items.
- Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987) (← links)
- Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
- A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE (Q3606399) (← links)
- Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms (Q4600764) (← links)
- A general class of integral transforms and an expression for their convolution formulas (Q5029044) (← links)
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
- Option pricing under time interval driven model (Q6171877) (← links)