Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks (Q2841327)
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scientific article; zbMATH DE number 6191015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks |
scientific article; zbMATH DE number 6191015 |
Statements
24 July 2013
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Laplace inversion
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Wiener-Hopf factorization
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lookback option
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Fourier transform
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conformal deformations
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parabolic inverse Fourier transform
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parabolic inverse Laplace transform
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Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks (English)
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