Mellin Transform Approach for American Options
A new method for calculating option Greeks using the Mellin transform is introduced, offering a fresh approach to risk mitigation in option trading.
Featured in No. 85 on 19 Feb 2025 · on release day
- Released
- 19 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- RePEc:gam:jmathe:v:13:y:2025:i:3:p:479-:d:1581067
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