The following pages link to (Q5862234):
Displaying 5 items.
- Laplace transform and finite difference methods for the Black-Scholes equation (Q902554) (← links)
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
- A difference finite element method based on the conforming \(P_1(x,y)\times Q_1(z,s)\) element for the 4D Poisson equation (Q6647578) (← links)
