A Laplace transform finite difference method for the Black-Scholes equation (Q984157)
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scientific article; zbMATH DE number 5757120
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| English | A Laplace transform finite difference method for the Black-Scholes equation |
scientific article; zbMATH DE number 5757120 |
Statements
A Laplace transform finite difference method for the Black-Scholes equation (English)
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16 July 2010
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Black-Scholes equation
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inverse Laplace transform
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finite difference method
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0.9031139612197876
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0.8680130243301392
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0.8614750504493713
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0.8454591035842896
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0.8432254195213318
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