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

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
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"Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields"
written by Sunday Emmanuel Fadugba, Chuma Raphael Nwozo,
published by Journal of Mathematical Finance, Vol.5 No.3, 2015

has been cited by the following article(s):

[1]	Direct Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function
	International Journal of …, 2022

[2]	Estimate cash-or-nothing option by Monte Carlo–Moment matching (MC-MM) method: The case of Indonesian rice prices
	2021

[3]	A simple numerical method for pricing American power put options
	2020

[4]	Aplikasi Simulasi Monte Carlo Dengan Teknik Antithetic Variates Dalam Menentukan Harga Opsi Cash-or-nothing Call
	2020

[5]	Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
	2016

[6]	Mellin Transform Method for the Valuation of European Power Options
	2016

[1]	Estimate cash-or-nothing option by Monte Carlo – Moment matching (MC-MM) method: The case of Indonesian rice prices THE THIRD INTERNATIONAL CONFERENCE ON MATHEMATICS: Education, Theory and Application, 2021 DOI:10.1063/5.0039278

[2]	A simple numerical method for pricing American power put options Chaos, Solitons & Fractals, 2020 DOI:10.1016/j.chaos.2020.110254

[3]	Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform Journal of Mathematical Finance, 2016 DOI:10.4236/jmf.2016.62028

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