DocumentCode
554250
Title
Mellin transform solution for the model of European option
Author
Cheng Feng-lin
Author_Institution
Sch. of Math. & Comput., Hengshui Coll., Hengshui, China
Volume
1
fYear
2011
fDate
12-14 Aug. 2011
Firstpage
329
Lastpage
331
Abstract
European options can be divided into the call option and the put option. In this paper, the models of call option and put option are studied by using Mellin Transform Solution. Then generalize the model of European option and also use Mellin Transform to analyze the solution. It fully reflects the Mellin transform using for economic model.
Keywords
econometrics; finance; transforms; European option; Mellin transform solution; call option; economic model; put option; Analytical models; Computational modeling; Economics; Europe; Mathematical model; Pricing; Transforms; European option; economic model; subsurface Mellin transform solution;
fLanguage
English
Publisher
ieee
Conference_Titel
Electronic and Mechanical Engineering and Information Technology (EMEIT), 2011 International Conference on
Conference_Location
Harbin, Heilongjiang, China
Print_ISBN
978-1-61284-087-1
Type
conf
DOI
10.1109/EMEIT.2011.6022937
Filename
6022937
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