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

Jaemin Ahn, Sungkwon Kang, YongHoon Kwon (2010)

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DOI: 10.1016/J.MCM.2009.08.012

access: open

type: Journal Article

metadata version: 2021-02-17

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Jaemin Ahn, Sungkwon Kang, YongHoon Kwon:
A Laplace transform finite difference method for the Black-Scholes equation. Math. Comput. Model. 51(3-4): 247-255 (2010)

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