Title of article :
Option pricing with Mellin transnforms
Author/Authors :
Panini، نويسنده , , R. and Srivastav، نويسنده , , R.P.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
Integral equation representations for the price of European and American basket put options have been derived using Mellin transform techniques.
Keywords :
Basket put option , free boundary , Mellin transform , convolution
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling
