Open Access System for Information Sharing

Login Library

 

Article
Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

A Laplace transform finite difference method for the Black-Scholes equation

Title
A Laplace transform finite difference method for the Black-Scholes equation
Authors
Ahn, JKang, SKwon, Y
POSTECH Authors
Kwon, Y
Date Issued
Feb-2010
Publisher
PERGAMON-ELSEVIER SCIENCE LTD
Keywords
Black-Scholes equation; Inverse Laplace transform; Finite difference method; NUMERICAL INVERSION; APPROXIMATION; OPTIONS; MODEL
URI
http://oasis.postech.ac.kr/handle/2014.oak/25660
DOI
10.1016/J.MCM.2009.08.012
ISSN
0895-7177
Article Type
Article
Citation
MATHEMATICAL AND COMPUTER MODELLING, 51, 3-4, 247, 255
Files in This Item:
There are no files associated with this item.

qr_code

  • mendeley

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher

 KWON, YONGHOON
Dept of Mathematics
Read more

Altmetric

Views & Downloads

Browse