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D. Manuge

4 papers hereh-index 210 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author1

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • q-fin.RM1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedA fast Fourier transform method for Mellin-type option pricing

1 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing 2013Show all

1 paper · 1 filter

q-fin.PR2013★ 1 cited

Multi-Asset Option Pricing with Exponential Lévy Processes and the Mellin Transform

D. J. Manuge

Exponential Lévy processes have been used for modelling financial derivatives because of their ability to exhibit many empirical features of markets. Using their multidimensional a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.