Performance of Gahver-Stehfest Numerical Laplace Inversion Method on Option Pricing Formulas

Main Authors: Putri, Endah Rokhmati Merdika; Departemen Matematika, Institut Teknologi Sepuluh Nopember, Surjanto, Sentot Didik; Departemen Matematika, Institut Teknologi Sepuluh Nopember
Format: Article info application/pdf eJournal
Bahasa: eng
Terbitan: Institut Teknologi Sepuluh Nopember , 2017
Subjects:
Online Access: http://iptek.its.ac.id/index.php/ijcsam/article/view/2215
http://iptek.its.ac.id/index.php/ijcsam/article/view/2215/2215
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