currency options are employed to recover the impact of interventions on the variability of exchange rates. A contingent claims … valuation framework allowing to highlight the implications of infrequent interventions for the valuation of options on foreign …

generalize their results to European power options. We derive Black-Scholes-Merton-like valuation formulas for European power put … options using Mellin transforms. Thereafter, we restrict our attention to plain vanilla options on dividend-paying stocks and … derive the integral equations to determine the free boundary and the price of American put options using Mellin transforms …

We extend a framework based on Mellin transforms and show how to modify the approach to value American call options on … boundary using modi ed Mellin transforms. We also show how to derive the pricing formula for perpetual American call options …