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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2016605727> ?p ?o ?g. }

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• W2016605727 abstract "We show that the Euler algorithm for Laplace transform inversion can be extended to functions defined on the entire real line, if they have specific decay features. Our objective is to apply the method to option pricing problems, specifically when inverting Laplace transforms of the option price in the logarithm of the strike." @default.
• W2016605727 created "2016-06-24" @default.
• W2016605727 creator A5065418313 @default.
• W2016605727 date "2004-07-01" @default.
• W2016605727 modified "2023-09-26" @default.
• W2016605727 title "An extension of the Euler Laplace transform inversion algorithm with applications in option pricing" @default.
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• W2016605727 doi "https://doi.org/10.1016/j.orl.2003.06.004" @default.
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