Journal of Mathematical Finance

Vol.5 No.3(2015), Paper ID 57868, 24 pages

DOI:10.4236/jmf.2015.53023

 

Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields

 

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

 

Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria
Department of Mathematics, University of Ibadan, Oyo State, Nigeria

 

Copyright © 2015 Sunday Emmanuel Fadugba, Chuma Raphael Nwozo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Fadugba, S. and Nwozo, C. (2015) Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields. Journal of Mathematical Finance, 5, 249-272. doi: 10.4236/jmf.2015.53023.

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