Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989)
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scientific article; zbMATH DE number 7886241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models |
scientific article; zbMATH DE number 7886241 |
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Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (English)
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24 July 2024
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generalized finite integration method
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Laplace transform
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option pricing
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Black-Scholes model
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Heston model
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