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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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