A Laplace transform finite difference method for the Black-Scholes equation (Q984157)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Laplace transform finite difference method for the Black-Scholes equation |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Laplace transform finite difference method for the Black-Scholes equation |
scientific article |
Statements
A Laplace transform finite difference method for the Black-Scholes equation (English)
0 references
16 July 2010
0 references
Black-Scholes equation
0 references
inverse Laplace transform
0 references
finite difference method
0 references
0 references
0 references
