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By Chawla M.M.   Al-Zanaidi M.A.   Evans D.J.  

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

Taylor & Francis Ltd

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On the implicit Black-Scholes formula

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Numerical volatility in option valuation from Black-Scholes equation by finite differences

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General Black-Scholes models accounting for increased market volatility from hedging strategies

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Numerical Methods for Non-Linear Black-Scholes Equations

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