Search Results

• Numerical Approximation of Option Pricing Model Under Jump Diffusion Using the Laplace Transformation Method

  H. Lee & D. Sheen

  2011-08-01

  31358 2672 Pages:566-583

• Laplace Transformation Method for the Black-Scholes Equation

  H. Lee & D. Sheen

  2009-06-01

  30629 2523 Pages:642-658

• The Immersed Finite Element Method for Parabolic Problems Using the Laplace Transformation in Time Discretization

  T. Lin & D. Sheen

  2013-10-01

  32316 2608 Pages:298-313

• A Multiscale Parallel Algorithm for Parabolic Integro-Differential Equation in Composite Media

  Fangman Zhai, Liqun Cao

  2022-06-22

  37146 2637 Pages:542-562

• A High Order Parallel Method for Time Discretization of Parabolic Type Equations Based on Laplace Transformation and Quadrature

  Vidar Thomée

  2005-04-03

  32976 3909 Pages:85-96