Generalized trapezoidal formulas for the black-scholes equation of option pricing

Author： Chawla M.M.   Al-Zanaidi M.A.   Evans D.J.  

Publisher： Taylor & Francis Ltd

ISSN： 0020-7160

Source： International Journal of Computer Mathematics, Vol.80, Iss.12, 2003-12, pp. : 1521-1526

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