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Frontczak, R. and Scho ?bel, R. (2009) On Modified Mellin Transforms, Gauss-Laguerre Quadrature and the Valuation of American Call Options. Working Paper, Tubinger Diskussionsbeitrag, No. 320.

has been cited by the following article:

• TITLE: Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks

  AUTHORS: Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

  KEYWORDS: Black-Scholes Partial differential Equation, Double Mellin Transform, Early Exercise Premium, Vanilla Basket Put Option

  JOURNAL NAME: Applied Mathematics, Vol.6 No.5, May 12, 2015

  ABSTRACT: This paper presents integral representations for the price of vanilla put options, namely, European and American put options on a basket of two-dividend paying stocks using integral method based on the double Mellin transform. We show that by the decomposition of the integral equation for the price of American basket put option, the integral equation for the price of European basket put option can be obtained directly.