Search Results

• Laplace Transformation Method for the Black-Scholes Equation

  H. Lee & D. Sheen

  2009-06-01

  30629 2523 Pages:642-658

• Improved ADI Parallel Difference Method for Quanto Options Pricing Model

  X.-Z. Yang, F. Zhang & L.-F. Wu

  2016-07-03

  32277 2622 Pages:569-586

• Spread Option Pricing Using ADI Methods

  Vida Heidarpour-Dehkordi, Christina C. Christara

  2018-08-15

  29408 2521 Pages:353-369