INTEGRAL TRANSFORMS AND AMERICAN OPTIONS: LAPLACE AND MELLIN GO GREEN G. ALOBAIDI, R. MALLIER and M. C. HASLAM Abstract. We use Mellin and Laplace transforms to study the price of American options, and show that both tra - Laplace–Stieltjes transform - Document - PDFSEARCH.IO

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	INTEGRAL TRANSFORMS AND AMERICAN OPTIONS: LAPLACE AND MELLIN GO GREEN G. ALOBAIDI, R. MALLIER and M. C. HASLAM Abstract. We use Mellin and Laplace transforms to study the price of American options, and show that both tra Add to Reading List Document Date: 2014-03-28 05:55:09 Open Document File Size: 399,33 KB Share Result on Facebook IndustryTerm infinite metal slab / mathematical finance / series solutions / valid solution / produce solutions / closed form solution / / SocialTag Fourier analysis Equations Laplace transform Transforms Black–Scholes Partial differential equation Mellin transform Laplace–Stieltjes transform Bose gas Mathematical analysis

INTEGRAL TRANSFORMS AND AMERICAN OPTIONS: LAPLACE AND MELLIN GO GREEN G. ALOBAIDI, R. MALLIER and M. C. HASLAM Abstract. We use Mellin and Laplace transforms to study the price of American options, and show that both traAdd to Reading List