Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239)

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scientific article; zbMATH DE number 7336737
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Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing
scientific article; zbMATH DE number 7336737

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    Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (English)
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    22 April 2021
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    option pricing
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    regime-switching
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    Laplace transform method
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    convergence rate
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