مرکز منطقه ای اطلاع رساني علوم و فناوري - An extension of the Euler Laplace transform inversion algorithm with applications in option pricing

Title of article :

An extension of the Euler Laplace transform inversion algorithm with applications in option pricing

Author/Authors :

G. Petrella، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2004

Pages :

From page :

380

To page :

389

Keywords :

Laplace transform , Euler inversion algorithm , option pricing

Journal title :

Operations Research Letters

Serial Year :

2004

Journal title :

Operations Research Letters

Record number :

137525

Link To Document :