A Mellin transform approach to barrier option pricing
Year of publication: |
2020
|
---|---|
Authors: | Guardasoni, Chiara ; Rodrigo, Marianito R. ; Sanfelici, Simona |
Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 31.2020, 1, p. 49-67
|
Subject: | barrier options | partial differential equations | Mellin transform | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis |
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