"On modified Mellin transforms, Gauss-Laguerre quadrature, and the ..."

Robert Frontczak, Rainer Schöbel (2010)

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DOI: 10.1016/J.CAM.2010.02.037

access: open

type: Journal Article

metadata version: 2021-02-16

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Robert Frontczak, Rainer Schöbel:
On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options. J. Comput. Appl. Math. 234(5): 1559-1571 (2010)

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