2024-03-29T15:59:51Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7534420
2022-05-31T13:44:33Z
35
44
91
Ma, Jingtang; Zhou, Zhiqiang
2022
7534420
English
Springer, Berlin/Heidelberg; Science in China Press, Beijing
https://zbmath.org/07534420
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Sci. China, Math. 65, No. 6, 1229-1246 (2022).
91G20; 44A10; 35Q91
Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing
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