Open AccessOPTION PRICING WITH LEVY PROCESS USING MELLIN TRANSFORM
Author(s) -
Jules Sadefo Kamdem
Publication year - 2006
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - process (computing) , mellin transform , computer science , lévy process , mathematics , fourier transform , mathematical analysis , operating system
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