A Mellin transform approach to barrier option pricing (Q5125033)
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scientific article; zbMATH DE number 7254127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Mellin transform approach to barrier option pricing |
scientific article; zbMATH DE number 7254127 |
Statements
A Mellin transform approach to barrier option pricing (English)
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30 September 2020
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barrier options
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partial differential equations
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Mellin transform
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