A Laplace transform approach for pricing European options (Q2801933)
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scientific article; zbMATH DE number 6572578
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| default for all languages | No label defined |
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| English | A Laplace transform approach for pricing European options |
scientific article; zbMATH DE number 6572578 |
Statements
A Laplace Transform Approach for Pricing European Options (English)
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22 April 2016
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option pricing
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contour integrals
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spectral methods
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exponential time differencing Runge-Kutta methods
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0.8680130243301392
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0.8644676208496094
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0.8059779405593872
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0.8007668256759644
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