Laplace transform and finite difference methods for the Black-Scholes equation (Q902554)
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scientific article; zbMATH DE number 6532399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace transform and finite difference methods for the Black-Scholes equation |
scientific article; zbMATH DE number 6532399 |
Statements
Laplace transform and finite difference methods for the Black-Scholes equation (English)
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18 January 2016
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Black-Scholes equation
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completely monotonic function
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finite difference scheme
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Laplace transform
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\(M\)-matrix
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positivity-preserving
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post-widder formula
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