[R-SIG-Finance] inverse laplace transform

[sammyny]

Hi,
I am trying to do some computations using Laplace transforms. I used the
continued fractions approach to compute laplace transform of a birth-death
process as described in [
http://www.columbia.edu/~ww2040/continuedfractions99.pdf Abate 1999 ]. But I
cannot find a simple numerical routine to compute the inverse Laplace
transform (evaluated at 0 in my case). Does anyone have ideas on how to do
this?

Much appreciated.

Samit

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