On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
Year of publication: |
2009
|
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Authors: | Frontczak, Robert ; Schöbel, Rainer |
Institutions: | Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen |
Subject: | Modified Mellin transform | American call option | Integral representation |
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