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