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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
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On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel; Nwozo, Chuma Raphael - In: International journal of financial markets and derivatives 6 (2018) 4, pp. 269-286
Persistent link: https://www.econbiz.de/10011996903