Laplace transformation method for the Black-Scholes equation (Q5862234)
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scientific article; zbMATH DE number 7485189
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Laplace transformation method for the Black-Scholes equation |
scientific article; zbMATH DE number 7485189 |
Statements
7 March 2022
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Black-Scholes equation
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basket option
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Laplace inversion
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parallel method
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transparent boundary condition
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0.9031139612197876
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0.8644676208496094
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0.8395296931266785
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