Pages that link to "Item:Q4913885"
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The following pages link to Laplace transformation method for the Black-Scholes equation (Q4913885):
Displaying 3 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← 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)