✦ LIBER ✦

Pricing perpetual options using Mellin transforms

✍ Scribed by Radha Panini; Ram P. Srivastav

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing double barrier options using Lap

✍ Antoon Pelsser 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 72 KB

Option pricing with Mellin transnforms

✍ R. Panini; R.P. Srivastav 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 728 KB

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✍ Hans U. Gerber; Hlias S. W. Shiu 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 624 KB