"An accurate and efficient numerical method for solving Black-Scholes ..."

Wenyuan Liao, Jianping Zhu (2009)

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DOI: 10.1504/IJMOR.2009.022881

access: closed

type: Journal Article

metadata version: 2020-04-16

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Wenyuan Liao, Jianping Zhu:
An accurate and efficient numerical method for solving Black-Scholes equation in option pricing. Int. J. Math. Oper. Res. 1(1/2): 191-210 (2009)

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