A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822)
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English | A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering |
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A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (English)
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25 September 2014
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Laplace inversion
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two-sided Laplace transform
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option pricing
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discretization error
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truncation error
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