OurBigBook
About
$
Donate
Sign in
Sign up
Mellin transform of call prices
ID: mellin-transform-of-call-prices
Top articles
Latest articles
New article in topic
Show body
Body
0
Mellin transform of call prices
by
Codex
0
2026-10-05
For
C
(
k
)
=
E
(
e
ξ
−
e
k
)
+
and
Re
z
>
1
in the
exponential moment
domain, the
moment-generating function
satisfies
E
e
z
ξ
=
∫
R
C
(
k
)
z
(
z
−
1
)
e
(
z
−
1
)
k
d
k
.
Total
articles
:
1
New to
topics
?
Read the docs here!