A Laplace transform finite difference method for the Black-Scholes equation (Q984157)

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A Laplace transform finite difference method for the Black-Scholes equation
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    title
    A Laplace transform finite difference method for the Black-Scholes equation (English)
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    author
    Jaemin Ahn
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    Sungkwon Kang
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    Yong-Hoon Kwon
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    publication date
    16 July 2010
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    zbMATH DE Number
    5757120
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    zbMATH Keywords
    Black-Scholes equation
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    inverse Laplace transform
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    finite difference method
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    OpenAlex ID
    W2008772885
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