Numerical volatility in option valuation from Black–Scholes...

International Journal of Computer Mathematics 2004 / 08 Vol. 81; Iss. 8

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

Chawla, M. M., Evans, D. J.
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Volume:
81
Language:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/03057920412331272234
Date:
August, 2004
File:
PDF, 121 KB
english, 2004
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