A Laplace transform finite difference method for the Black–Scholes equation

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

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Introduction to Numerical Analysis.

Carl-Erik Fröberg, Josef Stoer, Roland Bulirsch · Mathematics of Computation · 1981 · 5.5K citations

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AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

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A method for the numerical inversion of Laplace transforms

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Natural Sciences, Electrical Engineering, Physics +11

Numerical Inversion of Laplace Transforms: An Efficient Improvement to Dubner and Abate's Method

F. Durbin · The Computer Journal · 1974 · 1.1K citations

Natural Sciences, Computer Science, Computational Mechanics +12