Distributional Mellin calculus in $\mathbb{C}^n$, with applications to   option pricing
  We discuss several aspects of Mellin transform, including distributional Mellin transform and inversion of multiple Mellin-Barnes integrals in $\mathbb{C}^n$ and its connection to residue expansion or evaluation of Laplace integrals. These mathematical concepts are demonstrated on several option-pricing models. This includes European option models such as Black-Scholes or fractional-diffusion models, as well as evaluation of quantities related to the optimal exercise price of American options. 
Jean-Philippe Aguilar, Cyril Coste, Hagen Kleinert, Jan Korbel
q-fin.PR