A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (Q5247114)

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scientific article; zbMATH DE number 6429281
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A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications
scientific article; zbMATH DE number 6429281

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    23 April 2015
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    two-dimensional Laplace inversion
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    two-sided Laplace transforms
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    Euler inversion
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    computable error bounds
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    discretization errors
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    truncation errors
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    option pricing
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    exotic options
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    A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications (English)
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