Q5862234 (Q5862234): Difference between revisions

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+Computational Methods for Option Pricing
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+Numerical methods for Laplace transform inversion
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+Resolvent Estimates for Elliptic Finite Element Operators in One Dimension
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+Numerical Inversion of Laplace Transforms Using a Fourier Series Approximation
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+\(\mathcal H\)-matrix approximation for the operator exponential with applications
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+Data-sparse approximation to a class of operator-valued functions
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+Q4288437
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+Far Field Boundary Conditions for Black--Scholes Equations
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+An accurate numerical inversionof Laplace transforms based on the location of their poles
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+A Parallel Method for Backward Parabolic Problems Based on the Laplace Transformation
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+Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences
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+On coordinate transformation and grid stretching for sparse grid pricing of basket options
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+On the numerical inversion of the Laplace transform of certain holomorphic mappings
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+Laplace transforms and American options
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+Fast Numerical Solution of Parabolic Integrodifferential Equations with Applications in Finance
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+Fast deterministic pricing of options on Lévy driven assets
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+Time discretization via Laplace transformation of an integro-differential equation of parabolic type
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+Time discretization of an evolution equation via Laplace transforms
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+Algorithm 682: Talbot's method of the Laplace inversion problems
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+Pricing perpetual options using Mellin transforms
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+Pricing double barrier options using Laplace transforms
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+Q4355440
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+Efficient Hierarchical Approximation of High‐Dimensional Option Pricing Problems
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+Tools for computational finance
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+A parallel method for time-discretization of parabolic problems based on contour integral representation and quadrature
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+A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
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+The Accurate Numerical Inversion of Laplace Transforms
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+Numerical solution of parabolic equations in high dimensions
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+Numerical Inversion of Laplace Transforms Using Laguerre Functions
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+Algorithms for Parameter Selection in the Weeks Method for Inverting the Laplace Transform
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+Parabolic and hyperbolic contours   for computing the Bromwich integral
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+Publication:5862234