A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering

Publisher: Cambridge University Press

E-ISSN: 1475-6064|46|3|766-789

ISSN: 0001-8678

Source: Advances in Applied Probability, Vol.46, Iss.3, 2014-09, pp. : 766-789

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Abstract