Sökning: "Mellin transform"
Hittade 3 uppsatser innehållade orden Mellin transform.
1. The Rare Decay of the Neutral Pion into a Dielectron
Master-uppsats, Uppsala universitet/KärnfysikSammanfattning : We give a rather self-contained introduction to the rare pion to dielectron decay which in nontrivial leading order is given by a QED triangle loop. We work within the dispersive framework where the imaginary part of the amplitude is obtained via the Cutkosky rules. We derive these rules in detail. LÄS MER
2. A new method of pricing multi-options using Mellin transforms and integral equations
Magister-uppsats, Halmstad Embedded and Intelligent Systems Research (EIS)Sammanfattning : In this thesis a new method for the option pricing will be introduced with the help of the Mellin transforms. Firstly, the Mellin transform techniques for options on a single underlying stock is presented.After that basket options will be considered. LÄS MER
3. A new method of pricing multi-options using Mellin transforms and Integral equations
Magister-uppsats, Tillämpad matematik och fysik (CAMP)Sammanfattning : In this thesis a new method for the option pricing will be introduced with the help of the Mellin transforms. Firstly, the Mellin transform techniques for options on a single underlying stock is presented. After that basket options will be considered. LÄS MER