Generalized trapezoidal formulas for the Black-Scholes equation of option pricing

Chawla, MM, Al-Zanaidi, MA and Evans, DJ, 2003. Generalized trapezoidal formulas for the Black-Scholes equation of option pricing. International Journal of Computer Mathematics, 80 (12), pp. 1521-1526. ISSN 0020-7160

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Item Type:	Journal article
Publication Title:	International Journal of Computer Mathematics
Creators:	Chawla, M.M., Al-Zanaidi, M.A. and Evans, D.J.
Publisher:	Taylor & Francis Ltd.
Place of Publication:	Abingdon, Oxon
Date:	2003
Volume:	80
Number:	12
ISSN:	0020-7160
Divisions:	Schools > School of Science and Technology
Record created by:	EPrints Services
Date Added:	09 Oct 2015 10:05
Last Modified:	09 Oct 2015 10:05
URI:	https://irep.ntu.ac.uk/id/eprint/7439

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