A Laplace transform finite difference method for the Black-Scholes equation (Q984157): Difference between revisions

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Latest revision as of 00:02, 3 July 2024

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A Laplace transform finite difference method for the Black-Scholes equation
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    A Laplace transform finite difference method for the Black-Scholes equation (English)
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    16 July 2010
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    Black-Scholes equation
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    inverse Laplace transform
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    finite difference method
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