Advanced search
Publication Cover
International Journal of Computer Mathematics Volume 80, 2003 - Issue 12
Submit an article Journal homepage
139
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

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

M. M. Chawla Department of Mathematics and Computer Science, Kuwait University, P.O. Box 5969, Safat, 13060, KuwaitCorrespondence[email protected]
,
M. A. Al-Zanaidi Department of Mathematics and Computer Science, Kuwait University, P.O. Box 5969, Safat, 13060, Kuwait
&
D. J. Evans Faculty of Engineering and Computing, Nottingham Trent University, Burton Street, Nottingham, NG1 4BU, UK
Pages 1521-1526 | Received 23 May 2003, Published online: 12 May 2010

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (6)

S. N. Jator, R. K. Sahi, M. I. Akinyemi & D. Nyonna. (2021) Exponentially fitted block backward differentiation formulas for pricing options. Cogent Economics & Finance 9:1.
Read now
Reza Mohammadi. (2018) High-order exponential spline method for pricing European options. Journal of Difference Equations and Applications 24:11, pages 1783-1807.
Read now
Mohmed H.M. Khabir & Kailash C. Patidar. (2012) Spline approximation method to solve an option pricing problem. Journal of Difference Equations and Applications 18:11, pages 1801-1816.
Read now
M. M. Chawla & D. J. Evans. (2005) High-accuracy finite-difference methods for the valuation of options. International Journal of Computer Mathematics 82:9, pages 1157-1165.
Read now
M. M. Chawla & D. J. Evans. (2004) Numerical volatility in option valuation from Black–Scholes equation by finite differences. International Journal of Computer Mathematics 81:8, pages 1039-1041.
Read now
M. M. Chawla, M. A. Al-Zanaidi & D. J. Evans. (2004) Generalized trapezoidal formulas for valuing American options . International Journal of Computer Mathematics 81:3, pages 375-381.
Read now

Articles from other publishers (1)

Jaemin Ahn, Sungkwon Kang & YongHoon Kwon. (2010) A Laplace transform finite difference method for the Black–Scholes equation. Mathematical and Computer Modelling 51:3-4, pages 247-255.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.