On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
- Location
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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, Tübingen
- (who)
-
Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Wirtschaftswiss. Seminar
- (when)
-
2009
- Creator
- URN
-
urn:nbn:de:bsz:21-opus-39215
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:55 PM CET
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
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On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
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
Quadrature.
Electromagnetic wave propagation in turbulence : evaluation and application of Mellin transforms
Balancing conduction velocity error in cardiac electrophysiology using a modified quadrature approach
On the Application of Mellin Transforms in the Theory of Option Pricing
Quadrature domains
Quadrature formulae