Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172)
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scientific article; zbMATH DE number 6848381
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| English | Hybrid Laplace transform and finite difference methods for pricing American options under complex models |
scientific article; zbMATH DE number 6848381 |
Statements
Hybrid Laplace transform and finite difference methods for pricing American options under complex models (English)
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9 March 2018
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American option pricing
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finite difference methods
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Laplace transform methods
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partial differential equations
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fractional partial differential equations
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0.8372821807861328
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0.820938766002655
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0.8100749254226685
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0.804409921169281
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0.7903617024421692
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