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

Jaemin Ahn Sungkwon Kang YongHoon Kwon

Published in: Math. Comput. Model. (2010)

Keyphrases

numerical methods
black scholes
finite difference method
laplace transform
differential equations
partial differential equations
finite element method
level set method
numerical solution
diffusion model
level set
medical images
dynamical systems