Title :
Mellin transform solution for the model of European option
Author_Institution :
Sch. of Math. & Comput., Hengshui Coll., Hengshui, China
Abstract :
European options can be divided into the call option and the put option. In this paper, the models of call option and put option are studied by using Mellin Transform Solution. Then generalize the model of European option and also use Mellin Transform to analyze the solution. It fully reflects the Mellin transform using for economic model.
Keywords :
econometrics; finance; transforms; European option; Mellin transform solution; call option; economic model; put option; Analytical models; Computational modeling; Economics; Europe; Mathematical model; Pricing; Transforms; European option; economic model; subsurface Mellin transform solution;
Conference_Titel :
Electronic and Mechanical Engineering and Information Technology (EMEIT), 2011 International Conference on
Conference_Location :
Harbin, Heilongjiang, China
Print_ISBN :
978-1-61284-087-1
DOI :
10.1109/EMEIT.2011.6022937
