PRICING ASIAN OPTIONS IN FINANCIAL MARKETS USING MELLIN TRANSFORMS Article

Sengupta, Indranil. (2014). PRICING ASIAN OPTIONS IN FINANCIAL MARKETS USING MELLIN TRANSFORMS . ELECTRONIC JOURNAL OF DIFFERENTIAL EQUATIONS

cited authors

  • Sengupta, Indranil

sustainable development goals

authors

publication date

  • November 3, 2014

published in

keywords

  • Asian option
  • Levy processes
  • Mathematics
  • Mathematics, Applied
  • Mellin transform
  • Ornstein-Uhlenbeck type process
  • Physical Sciences
  • Science & Technology
  • martingale

publisher

  • TEXAS STATE UNIV