Laplace inversion and its applications. (set)

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  Numerical Inversion of the Laplace Transform using the Talbot method.

  Python / analysis, laplace, numerical / by Fernando Nieuwveldt (14 years ago, revision 5)
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  Numerical Inversion of the Laplace Transform with mpmath

  Python / analysis, mpmath, numerical / by Dieter Kadelka (14 years ago)
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  Pricing Asian options using mpmath

  Python / computational_finance, laplace, mpmath / by Fernando Nieuwveldt (14 years ago)
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  Pricing Asian options using mpmath with automatic precision control

  Python / computational_finance, laplace_inversion, mpmath / by Dieter Kadelka (14 years ago)
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  A new method for computing the hypergeometric function 1F1(a,b,t)

  Python / function, hypergeometric, laplace_inversion / by Fernando Nieuwveldt (14 years ago, revision 3)
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  Solving the Black-Scholes PDE with laplace inversion:Revised

  Python / black, laplace, scholes, talbot / by Fernando Nieuwveldt (14 years ago, revision 2)