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"Laplace Transform and finite difference methods for the Black-Scholes ..."

Aldo Tagliani, Mariyan Milev (2013)

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DOI: 10.1016/J.AMC.2013.07.011

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/TaglianiM13
Aldo Tagliani, Mariyan Milev:
Laplace Transform and finite difference methods for the Black-Scholes equation. Appl. Math. Comput. 220: 649-658 (2013)

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