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Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: Journal of mathematical finance 6 (2016) 2, pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
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Mellin transform method for the valuation of the American power put option with non-dividend and dividend yields
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: Journal of mathematical finance 5 (2015) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10011438509