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scientific article; zbMATH DE number 6662446

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Publication:5506578
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zbMath1399.91109MaRDI QIDQ5506578

Saiful Hafiza Jaaman, Zienab Ali Elshegmani, Rokiah Rozita Ahmad, Roza Hazli Zakaria

Publication date: 12 December 2016

Full work available at URL: http://www.e.ijpam.eu/contents/articles/201100302006.pdf

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

zbMATH Keywords

Fourier transformLaplace transformpartial differential equationsarithmetic Asian option


Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10) Euler equations (35Q31)








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