✦ LIBER ✦

A Contour Integral Method for the Black–Scholes and Heston Equations

✍ Scribed by in 't Hout, K. J.; Weideman, J. A. C.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The homotopy perturbation method for the

✍ Gülkaç, Vildan 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 72 KB

A Laplace transform finite difference me

✍ Jaemin Ahn; Sungkwon Kang; YongHoon Kwon 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 782 KB

Laplace Transform and finite difference

✍ Tagliani, Aldo; Milev, Mariyan 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 504 KB

A Fast Numerical Method for the Black--S

✍ Han, Houde; Wu, Xiaonan 📂 Article 📅 2003 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 203 KB

A robust and accurate finite difference

✍ Zhongdi Cen; Anbo Le 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 520 KB

High accurate modified WENO method for t

✍ Hajipour, Mojtaba; Malek, Alaeddin 📂 Article 📅 2014 🏛 Springer-Verlag 🌐 English ⚖ 754 KB