"Mellin Transform Method for European Option Pricing with Hull-White ..."

Ji-Hun Yoon (2014)

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DOI: 10.1155/2014/759562

access: open

type: Journal Article

metadata version: 2020-07-16

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Ji-Hun Yoon:
Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate. J. Appl. Math. 2014: 759562:1-759562:7 (2014)

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