"Numerical volatility in option valuation from Black-Scholes equation by ..."

M. M. Chawla, David J. Evans (2004)

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DOI: 10.1080/03057920412331272234

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type: Journal Article

metadata version: 2018-03-13

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M. M. Chawla, David J. Evans:
Numerical volatility in option valuation from Black-Scholes equation by finite differences. Int. J. Comput. Math. 81(8): 1039-1041 (2004)

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