Pages that link to "Item:Q2143475"
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The following pages link to Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475):
Displaying 3 items.
- 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)
- Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239) (← links)