Pricing American options with Mellin transforms [PDF]
Mellin transforms in option pricing theory were introduced by Panini and Srivastav (2004). In this contribution, we generalize their results to European power options.
Frontczak, Robert, Schöbel, Rainer
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Fourier Coefficients of Beurling Functions and a Class of Mellin Transform Formally Determined by its Values on the Even Integers [PDF]
, 2004 Fernando Auil
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INVERSION THEOREM ASSOCIATED WITH LINEAR CANONICAL-MELLIN TRANSFORM
, 2023 Vidya Sharma and Nitin Dhange Vidya Sharma and Nitin Dhange +1 more
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Fourier–Mellin Transform Features for Malaria Parasites Classification using Microscopic Images
, 2020 openalex +1 more source
, 2019 Conventional functional/path integrals used in physics often can be defined as infinite-dimensional analogs of Fourier transforms. It turns out that the infinite-dimensional analog of the Mellin transform similarly defines a class of functional integrals.
LaChapelle, J.
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INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS [PDF]
This paper applies He's homotopy perturbation method to compute a large variety of integral transforms. As illustration, the paper gives special attention to the Esscher transform, the Fourier transform, the Hankel transform, the Mellin transform, the ...
Jules Sadefo Kamdem
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Devil’s Vortex Phase Structure as Frequency Plane Mask for Image Encryption Using the Fractional Mellin Transform [PDF]
, 2014 Sunanda Vashisth +3 more
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Subdiffusion in the Presence of Reactive Boundaries: A Generalized Feynman-Kac Approach. [PDF]
J Stat Phys, 2023 Kay T, Giuggioli L.
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On the Secure Performance of Intelligent Reflecting Surface-Assisted HARQ Systems. [PDF]
Entropy (Basel), 2023 Wu Y, Mu K, Duan K, Yin S, Yang H.
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A generalization of the Paley–Wiener theorem for Mellin transforms and metric characterization of function spaces [PDF]
, 2017 Carlo Bardaro +3 more
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