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

Chawla, MM and Evans, DJ, 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

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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

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