{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,10,22]],"date-time":"2024-10-22T21:53:03Z","timestamp":1729633983084,"version":"3.28.0"},"reference-count":5,"publisher":"IEEE","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011,8]]},"DOI":"10.1109\/emeit.2011.6022937","type":"proceedings-article","created":{"date-parts":[[2011,10,12]],"date-time":"2011-10-12T16:24:52Z","timestamp":1318436692000},"page":"329-331","source":"Crossref","is-referenced-by-count":0,"title":["Mellin transform solution for the model of European option"],"prefix":"10.1109","author":[{"given":"Cheng","family":"Feng-lin","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"3","first-page":"353","article-title":"The pricing of options in a financial market model with transactions costs and uncertain volatility","volume":"8","author":"savkin","year":"2008","journal-title":"Jounral of Interation Financial Management"},{"key":"2","doi-asserted-by":"crossref","first-page":"5","DOI":"10.21314\/JCF.1998.021","article-title":"The pricing of discretely sampled asian and lookback options: A-change of numeraire approach","volume":"2","author":"andreasen","year":"2009","journal-title":"Jounral of Computational Finance"},{"key":"1","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1016\/j.mcm.2004.07.008","article-title":"Option Pricing with Mellin ransforms","volume":"40","author":"panini","year":"2004","journal-title":"Journal of Mathematical and Computer Modelling"},{"key":"5","first-page":"241","article-title":"Efficient procedures for the valuation and hedging of american currency options with stochastic interest sates","volume":"11","author":"chang-chang","year":"2006","journal-title":"Jounral of International Financial Management"},{"key":"4","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2307\/2331019","article-title":"A latice framework for option pricing with two state variables","volume":"23","author":"boyle","year":"2008","journal-title":"Journal of Financial and Quantitative Analysis"}],"event":{"name":"Mechanical Engineering and Information Technology (EMEIT)","start":{"date-parts":[[2011,8,12]]},"location":"Harbin, Heilongjiang, China","end":{"date-parts":[[2011,8,14]]}},"container-title":["Proceedings of 2011 International Conference on Electronic &amp; Mechanical Engineering and Information Technology"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx5\/5996364\/6022828\/06022937.pdf?arnumber=6022937","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,6,17]],"date-time":"2019-06-17T07:19:56Z","timestamp":1560755996000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6022937\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,8]]},"references-count":5,"URL":"https:\/\/doi.org\/10.1109\/emeit.2011.6022937","relation":{},"subject":[],"published":{"date-parts":[[2011,8]]}}}