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 |
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| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Institut Teknologi Sepuluh Nopember
, 2017
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| 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 |