Generalized trapezoidal formulas for valuing American options

Chawla, M.M., Al-Zanaidi, M.A. and Evans, D.J., 2004. Generalized trapezoidal formulas for valuing American options. International Journal of Computer Mathematics, 81 (3), pp. 375-381. 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:	2004
Volume:	81
Number:	3
ISSN:	0020-7160
Divisions:	Schools > School of Science and Technology
Record created by:	EPrints Services
Date Added:	09 Oct 2015 10:07
Last Modified:	09 Oct 2015 10:07
URI:	https://irep.ntu.ac.uk/id/eprint/7991

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