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Laplace transformation method for the Black-Scholes equation - MaRDI portal

Laplace transformation method for the Black-Scholes equation (Q4913885)

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scientific article; zbMATH DE number 6154741
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English
Laplace transformation method for the Black-Scholes equation
scientific article; zbMATH DE number 6154741

    Statements

    author
    Hyoseop Lee
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    Dongwoo Sheen
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    publication date
    17 April 2013
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    zbMATH Keywords
    Laplace inversion
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    option
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    derivative
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    jump-diffusion
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    arXiv classification
    q-fin.CP
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    math.AP
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    math.NA
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    44A10
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    zbMATH DE Number
    6154741
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    arXiv ID
    0901.4604
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