Numerical volatility in option valuation from Black-Scholes equation by finite differences

Chawla, M.M. and Evans, D.J., 2004. Numerical volatility in option valuation from Black-Scholes equation by finite differences. International Journal of Computer Mathematics, 81 (8), pp. 1039-1041. ISSN 0020-7160

Full text not available from this repository.

Item Type:	Journal article
Publication Title:	International Journal of Computer Mathematics
Creators:	Chawla, M.M. and Evans, D.J.
Publisher:	Taylor & Francis Ltd.
Place of Publication:	Abingdon, Oxon
Date:	2004
Volume:	81
Number:	8
ISSN:	0020-7160
Divisions:	Schools > School of Science and Technology
Record created by:	EPrints Services
Date Added:	09 Oct 2015 10:42
Last Modified:	09 Oct 2015 10:42
URI:	https://irep.ntu.ac.uk/id/eprint/16882

Actions (login required)

Edit View

Views

Downloads