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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[1] Option pricing using jump diffusion model: a case of stock markets of selected east African countries
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[2] Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution
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[3] Imaginary Mass, Black Scholes Variance, and Group Quantization
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[4] Applications of the Mellin transform in mathematical finance
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[5] Pricing vulnerable path-dependent options using integral transforms
Journal of Computational and Applied Mathematics, 2017
[6] A note on the pricing of diverse options using integral transform techniques
2017
[7] Valoración de opciones dependientes de trayectoria usando la transformada de Mellin
2016
[8] Valoración de opciones dependientes de trayectoria usando la transformada de Mellin.
ODEON - Observatorio de Economía y Operaciones Numéricas, 2016
[9] Valuing vulnerable geometric Asian options
Computers & Mathematics with Applications, 2016
[10] A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
Journal of Mathematical Finance, 2016
[11] A closed-form solution for lookback options using Mellin transform approach
2016
[12] Alternative results for option pricing and implied volatility in jump-diffusion models using Mellin transforms
European Journal of Applied Mathematics, 2016
[13] EUROPEAN CONTINGENT CLAIMS VALUATION UNDER REGIME SWITCHING USING THE MELLIN TRANSFORM APPROACH
2015
[14] The pricing of vulnerable options with double Mellin transforms
Journal of Mathematical Analysis and Applications, 2014
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