Search Results

• Laplace Transformation Method for the Black-Scholes Equation

  Hyoseop Lee, Dongwoo Sheen

  2009-06-01

  30781 2594 Pages:642-658

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  Xiaozhong Yang, Fan Zhang, Lifei Wu

  2016-07-03

  32428 2677 Pages:569-586

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29569 2594 Pages:353-369