Laplace transform and finite difference methods for the Black-Scholes equation (Q902554): Difference between revisions

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Latest revision as of 08:00, 11 July 2024

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Laplace transform and finite difference methods for the Black-Scholes equation
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    Laplace transform and finite difference methods for the Black-Scholes equation (English)
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    18 January 2016
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    Black-Scholes equation
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    completely monotonic function
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    finite difference scheme
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    Laplace transform
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    \(M\)-matrix
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    positivity-preserving
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    post-widder formula
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