Generalized trapezoidal formulas for valuing American options (Q4831408): Difference between revisions

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+https://doi.org/10.1080/00207160410001661672
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+W1969474793
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Generalized trapezoidal formulas for the black–scholes equation of option pricing
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@@ Property / cites work @@
+A class of generalized trapezoidal formulas for the numerical integration of
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@@ Property / cites work @@
+Generalized trapezoidal formulas for parabolic equations
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@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
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@@ Property / cites work @@
+Q3933378
@@ Property / cites work: Q3933378 / rank @@
+Normal rank