Option pricing theory using Mellin transforms

By Pavel Kocourek

This thesis seeks to provide an overview on the use of Mellin transforms in Option pricing and to explain related issues. After introducing some basic concepts of Stochastic analysis and Option... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639356586
• ISBN13: 9783639356588
• Release Date: June 2011
• Publisher: VDM Verlag
• Length: 72 Pages
• Weight: 0.26 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"