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 |
Internet
http://iptek.its.ac.id/index.php/ijcsam/article/view/2215http://iptek.its.ac.id/index.php/ijcsam/article/view/2215/2215
Lokasi
Koleksi | IJCSAM (International Journal of Computing Science and Applied Mathematics) |
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Gedung | Perpustakaan Institut Teknologi Sepuluh Nopember |
Institusi | Institut Teknologi Sepuluh Nopember Surabaya |
Kota | KOTA SURABAYA |
Provinsi | JAWA TIMUR |
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