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Black-Scholes Option Pricing Formula
myweb.whitman.syr.edu/rkshukla/Research/BS.pdf
by M Tomas
option pricing, we found no complete solution for the Black-Scholes model. ... If we let g(S) = Lq[C(S, τ)], where Lq is the Laplace operator and g is the Laplace.
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black-scholes equation in laplace transform domain - Wilmott
www.wilmott.com/pdfs/020310_skachkov.pdf
by I Skachkov - Cited by 8 - Related articles
BLACK-SCHOLES EQUATION. IN LAPLACE TRANSFORM. DOMAIN. Igor Skachkov. Abstract. Laplace transformation is one of the most popular methods of
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Laplace transformation method for the Black-Scholes equation
arxiv.org/pdf/0901.4604
arXiv
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by H Lee - 2009 - Cited by 8 - Related articles
erties of the Laplace transformed Black-Scholes equation are analyzed. Also ... Black-Scholes equation, basket option, Laplace inversion, parallel method ...
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Kolmogorov's Backwards Equation ... This function can denote a number of things including a Black-Scholes PDE or ... Where L is the Laplace operator of f(t)
analytical and numerical methods for stock index derivative ...
www.iam.fmph.uniba.sk/institute/kilianova/files/.../KISCAM2004.pdf
by S Kilianová - Cited by 2 - Related articles
the AOS method to solve the Black-Scholes equation in- .... Black-Scholes partial differential equation (2) with an ... where ∆ is the so called Laplace operator.
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Apr 17, 2009 - Black-Scholes equation for European option prices .... Laplace transform of the time derivative: ̂ .... a multiplication operator in Laplace domain.
Localization of the Black-Scholes equation using ...
cermics.enpc.fr/cnf/Voltchkova.pdf
École Nationale des Ponts et Chaussées
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Financial Mathematics Glossary K-O - Global Derivatives
www.global-derivatives.com/.../21-financial-mathematics-glossary-k-o
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ANALYTICAL SOLUTION OF FRACTIONAL BLACK ...
fcag-egypt.com/.../08_Vol.%202.%20Jan%202012,%20No.%208,%20p...
by S KUMAR - 2012 - Cited by 9 - Related articles
Mar 1, 2012 - In this paper, Laplace homotopy perturbation method, which ... Black Scholes equation with boundary condition for a European option pricing.
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