"Hybrid Laplace transform and finite difference methods for pricing ..."

Jingtang Ma, Zhiqiang Zhou, Zhenyu Cui (2017)

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DOI: 10.1016/J.CAMWA.2017.04.018

access: closed

type: Journal Article

metadata version: 2020-02-17

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Jingtang Ma, Zhiqiang Zhou, Zhenyu Cui:
Hybrid Laplace transform and finite difference methods for pricing American options under complex models. Comput. Math. Appl. 74(3): 369-384 (2017)

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