Laplace transformation method for the Black-Scholes equation (Q4913885)

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scientific article; zbMATH DE number 6154741
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Laplace transformation method for the Black-Scholes equation
scientific article; zbMATH DE number 6154741

    Statements

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    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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