Top-rated recipes tagged "laplace" but not "numerical"

 Tags: laplace  x  -numerical  x 

  

• 7k

  views

  2

  score

  Solving the Black-Scholes PDE with laplace inversion:Revised

  Python / black, laplace, scholes, talbot / by Fernando Nieuwveldt (14 years ago, revision 2)
• 9k

  views

  1

  score

  Pricing Asian options using mpmath

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