Petrella G.

G. Petrella

Information about the author G. Petrella will soon be added to the site.
Found 1 papers in total
An extension of the Euler Laplace transform inversion algorithm with applications in option pricing
An extension of the Euler Laplace transform inversion algorithm with applications in option pricing
2004
We show that the Euler algorithm for Laplace transform inversion can be extended to...
Papers per page: