Option pricing with Mellin transforms (Q1764950)
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scientific article; zbMATH DE number 2137057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with Mellin transforms |
scientific article; zbMATH DE number 2137057 |
Statements
Option pricing with Mellin transforms (English)
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22 February 2005
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Basket put option
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Free boundary
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Mellin transform
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Convolution
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Black-Scholes equation
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