On the computation of option prices and sensitivities in the Black–Scholes–Merton model

By Shadwick B   Shadwick W  

Quantitative Finance, Vol. 2, Iss. 2, 2002-04 ,pp. : 158-166

Routledge Ltd

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Accurate numerical solution of Black-Scholes option pricing equations

By García-Rubio Raquel  

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 3, 2011-09 ,pp. : 236-243

Inderscience Publishers

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Two stock options at the races: Black–Scholes forecasts

By Oshanin G.   Schehr G.  

Quantitative Finance, Vol. 12, Iss. 9, 2012-09 ,pp. : 1325-1333

Routledge Ltd

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Black-Scholes theory for an underlying with multiple attractors

By Herzberg Frederik  

Quantitative Finance, Vol. 8, Iss. 5, 2008-08 ,pp. : 453-457

Routledge Ltd

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Bubbles and crashes in a Black–Scholes model with delay

By Appleby John   Riedle Markus   Swords Catherine  

Finance and Stochastics, Vol. 17, Iss. 1, 2013-01 ,pp. : 1-30

Springer Publishing Company

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