Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Pricing Options in Jump Diffusion Models Using Mellin Transforms"
written by Robert Frontczak,
published by Journal of Mathematical Finance, Vol.3 No.3, 2013
has been cited by the following article(s):
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[5] Mixed Modified Fractional Merton model of the bear spread Basket put option using the multidimensional Mellin transform
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[15] Valoración de opciones dependientes de trayectoria usando la transformada de Mellin.
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[16] Valuing vulnerable geometric Asian options
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[17] A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
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[18] A closed-form solution for lookback options using Mellin transform approach
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[19] Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms
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[20] EUROPEAN CONTINGENT CLAIMS VALUATION UNDER REGIME SWITCHING USING THE MELLIN TRANSFORM APPROACH
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[21] The pricing of vulnerable options with double Mellin transforms
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