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"Generalized trapezoidal formulas for the black-scholes equation of option ..."

M. M. Chawla, Mansour Al-Zanaidi, David J. Evans (2003)

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DOI: 10.1080/00207160310001603299

access: closed

type: Journal Article

metadata version: 2018-03-13

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M. M. Chawla, Mansour Al-Zanaidi, David J. Evans:
Generalized trapezoidal formulas for the black-scholes equation of option pricing. Int. J. Comput. Math. 80(12): 1521-1526 (2003)

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