The following pages link to (Q5862234):
Displaying 3 items.
- Laplace transform and finite difference methods for the Black-Scholes equation (Q902554) (← links)
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)