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Property / full work available at URL: https://doi.org/10.1007/978-81-322-2485-3_37 / rank
 
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Latest revision as of 20:01, 11 July 2024

scientific article
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A Laplace Transform Approach for Pricing European Options
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    A Laplace Transform Approach for Pricing European Options (English)
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    22 April 2016
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    option pricing
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    contour integrals
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    spectral methods
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    exponential time differencing Runge-Kutta methods
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