Popular recipes tagged "laplace"

 Tags: laplace  x 

  

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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)
• 16k

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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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  Pricing Asian options using mpmath

  Python / computational_finance, laplace, mpmath / by Fernando Nieuwveldt (14 years ago)