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A FAST LAPLAS TRANSFORM FINITE DIFFERENCE SCHEMES FOR THE BLACK-SHCOLES EQUATION
- Title
- A FAST LAPLAS TRANSFORM FINITE DIFFERENCE SCHEMES FOR THE BLACK-SHCOLES EQUATION
- Authors
- Jamin Ahn; Sungkwon Kang; YongHoon Kwon
- POSTECH Authors
- YongHoon Kwon
- Date Issued
- 2005-01
- Publisher
- BRILL ACADEMIC PUBLISHER
- Article Type
- Article
- Citation
- INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND, vol. 4, page. 39337, 2005-01
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Related Researcher
- 권용훈KWON, YONGHOON
- Dept of Mathematics