On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Edition
-
This version: May, 2009
- Language
-
Englisch
- Bibliographic citation
-
Tübinger Diskussionsbeitrag ; Nr. 320
- Classification
-
Wirtschaft
- Keyword
-
Optionspreistheorie
Analysis
- Event
-
Veröffentlichung
- (where)
-
Tübingen
- (who)
-
Wirtschaftswiss. Fak. der Eberhard-Karls-Univ.
- (when)
-
2009
- Event
-
Veröffentlichung
- (where)
-
Tübingen
- (who)
-
Wirtschaftswiss. Seminar
- (when)
-
2009
- Creator
- URN
-
urn:nbn:de:bsz:21-opus-39215
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 11:00 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Frontczak, Robert
- Schöbel, Rainer
- Wirtschaftswiss. Fak. der Eberhard-Karls-Univ.
- Wirtschaftswiss. Seminar
Time of origin
- 2009
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On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
Tables of Mellin transforms
Pricing American options with Mellin transforms
Pricing American options with Mellin transforms
Electromagnetic wave propagation in turbulence : evaluation and application of Mellin transforms
Quadrature.
On the Application of Mellin Transforms in the Theory of Option Pricing
Random Laguerre Tessellations
Quadrature formulae
Quadrature domains