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A Fast Laplace Transform Finite Difference Schemes for the Black-Scholes Equation

Title
A Fast Laplace Transform Finite Difference Schemes for the Black-Scholes Equation
Authors
YongHoonJamin AhnSungkwon Kang
POSTECH Authors
YongHoon
Date Issued
22-May-2005
Publisher
ICCMSE2005
URI
http://oasis.postech.ac.kr/handle/2014.oak/56419
Article Type
Conference
Citation
ICCMSE2005, page. 9 - 12, 2005-05-22
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권용훈KWON, YONGHOON
Dept of Mathematics
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