A Laplace Transform Approach for Pricing European Options (Q2801933)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Laplace Transform Approach for Pricing European Options |
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A Laplace Transform Approach for Pricing European Options (English)
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22 April 2016
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option pricing
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contour integrals
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spectral methods
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exponential time differencing Runge-Kutta methods
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