LIBROS DEL AUTOR: pavel kocourek

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  • Option pricing theory using Mellin transforms
    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 pricing, we use Mellin transforms as a tool to uncover formulas for pricing of different types of financial derivatives, such as European vanilla and power options, or the America...
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