Essays about: "Mellin transforms"

Found 2 essays containing the words Mellin transforms.

  1. 1. A new method of pricing multi-options using Mellin transforms and integral equations

    University essay from Halmstad Embedded and Intelligent Systems Research (EIS)

    Author : Olesya Vasilieva; [2009]
    Keywords : Mellin transforms; Newton´s Method; American Put Option; basket options;

    Abstract : In this thesis a new method for the option pricing will be introduced with the help of the Mellin transforms. Firstly, the Mellin transform techniques for options on a single underlying stock is presented.After that basket options will be considered. READ MORE

  3. 2. A new method of pricing multi-options using Mellin transforms and Integral equations

    University essay from Tillämpad matematik och fysik (CAMP)

    Author : Olesya Vasilieva; [2009]
    Keywords : ;

    Abstract : In this thesis a new method for the option pricing will be introduced with the help of the Mellin transforms. Firstly, the Mellin transform techniques for options on a single underlying stock is presented. After that basket options will be considered. READ MORE