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Publication:2906109
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zbMath1246.91128MaRDI QIDQ2906109

Zieneb Ali Elshegmani, Rokiah Rozita Ahmad

Publication date: 28 August 2012

Full work available at URL: http://www.m-hikari.com/ijma/ijma-2011/ijma-25-28-2011/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Mellin transformpartial differential equationsarithmetic Asian option


Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)


Related Items (3)

Pricing vulnerable options under jump diffusion processes using double Mellin transform ⋮ The pricing of vulnerable options with double Mellin transforms ⋮ Mellin transform method for European option pricing with Hull-White stochastic interest rate







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