On convergence of Laplace inversion for the American put option under the CEV model

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

Business, Economics, Finance +17

Option pricing with Mellin transnforms

Radha Panini, R. P. Srivastav · Mathematical and Computer Modelling · 2004 · 117 citations

Business, Finance, Financial Economics +6

Application of the Fast Gauss Transform to Option Pricing

Mark Broadie, Yusaku Yamamoto · Management Science · 2003 · 93 citations

Business, Finance, Financial Economics +14

Laplace transforms and American options

Roland Mallier, Ghada Alobaidi · Applied Mathematical Finance · 2000 · 34 citations

Natural Sciences, Mathematics, Differential Equations +16

Valuing American options under the CEV model by Laplace–Carson transforms

Hoi Ying Wong, Jing Zhao · Operations Research Letters · 2010 · 33 citations

Business, Economics, Finance +13