Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform"
written by Sunday Emmanuel Fadugba, Chuma Raphael Nwozo,
published by Journal of Mathematical Finance, Vol.6 No.2, 2016

has been cited by the following article(s):

[1]	A comparison of European and Asian options under Markov additive processes
	2019

[2]	An improved Mellin transform approach to BSM formula of ML-payoff function
	2019

[3]	Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
	Lithuanian Mathematical Journal, 2018

[4]	BSM model for ML-payoff function through PDTM
	Asian-European Journal of Mathematics, 2018

[5]	Imaginary Mass, Black Scholes Variance, and Group Quantization
	2018

[6]	Fixed point iterative methods for linear complementarity problems in American option pricing
	2017

[1]	An improved Mellin transform approach to BSM formula of ML-payoff function Journal of Interdisciplinary Mathematics, 2019 DOI:10.1080/09720502.2019.1677314

[2]	Moments and Mellin transform of the asset price in Stein and Stein model and option pricing Lithuanian Mathematical Journal, 2018 DOI:10.1007/s10986-018-9380-9

[3]	BSM model for ML-payoff function through PDTM Asian-European Journal of Mathematics, 2018 DOI:10.1142/S1793557120500242

[4]	Imaginary Mass, Black Scholes Variance, and Group Quantization SSRN Electronic Journal , 2018 DOI:10.2139/ssrn.3140485

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