Parallel Solution of Diffusion Equations using Laplace Transform Methods with Particular Reference to Black-Scholes Models of Financial Options

Fitzharris, Andrew

doi:10.18745/th.14109

2014

DOI: 10.18745/th.14109

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Parallel Solution of Diffusion Equations using Laplace Transform Methods with Particular Reference to Black-Scholes Models of Financial Options

Andrew Fitzharris¹

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Parallel Solution of Diffusion Equations using Laplace Transform Methods with Particular Reference to Black-Scholes Models of Financial Options

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References 59 publications

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