---
title: Mellin Transform Approach for American Options
url: https://www.ml-quant.com/papers/repec/gam-jmathe-v-13-y-2025-i-3-p-479-d-1581067/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jmathe:v:13:y:2025:i:3:p:479-:d:1581067
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F13%2F3%2F479%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A13%3Ay%3A2025%3Ai%3A3%3Ap%3A479-%3Ad%3A1581067
featured: 2025-02-19
citations: unknown
topic: Derivatives & Volatility
---


# Mellin Transform Approach for American Options

A new method for calculating option Greeks using the Mellin transform is introduced, offering a fresh approach to risk mitigation in option trading.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F13%2F3%2F479%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A13%3Ay%3A2025%3Ai%3A3%3Ap%3A479-%3Ad%3A1581067
- Identifier: RePEc:gam:jmathe:v:13:y:2025:i:3:p:479-:d:1581067
- Released: 2025-02-19
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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