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About this Mathematics article
Numerical volatility in option valuation from Black–Scholes equation by finite differences by Chawla, M. M.; Evans, D. J. is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Chawla, M. M.; Evans, D. J.
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 0020-7160)
- Published
- 2004
- Language
- EN
- Field
- Mathematics (Physical Sciences)