Laplace transformation method for the Black-Scholes equation (Q4913885)
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scientific article; zbMATH DE number 6154741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace transformation method for the Black-Scholes equation |
scientific article; zbMATH DE number 6154741 |
Statements
17 April 2013
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Laplace inversion
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option
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derivative
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jump-diffusion
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q-fin.CP
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math.AP
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math.NA
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