1. A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering. (September 2014) Authors: Cai, Ning; Kou, S. G.; Liu, Zongjian Journal: Advances in applied probability Issue: Volume 46:Number 3(2014) Page Start: 766 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Introduction to stochastic calculus applied to finance, by Damien Lamberton and Bernard Lapeyre. (1998) Authors: Kou, S. G. Journal: Journal of applied mathematics and stochastic analysis Issue: Volume 11:Number 1(1998) Page Start: 103 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗