High-accuracy finite-difference methods for the valuation of options (Q5312713): Difference between revisions

@@ Property / author @@
+David J. Evans
@@ Property / author: David J. Evans / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160500113082
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@@ Property / OpenAlex ID @@
+W2093522073
@@ Property / OpenAlex ID: W2093522073 / rank @@
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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 @@
+Normal rank
@@ Property / cites work @@
+Generalized trapezoidal formulas for the black–scholes equation of option pricing
+Normal rank
@@ Property / cites work @@
+Generalized trapezoidal formulas for valuing American options
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@@ Property / cites work @@
+Extended double-stride \(L\)-stable methods for the numerical solution of ODEs
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@@ Property / cites work @@
+Q4171531
@@ Property / cites work: Q4171531 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3933378
@@ Property / cites work: Q3933378 / rank @@
+Normal rank