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International Journal of Computer Mathematics Volume 81, 2004 - Issue 3
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Original Articles

Generalized trapezoidal formulas for valuing American options

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 375-381 | Received 12 Nov 2003, Published online: 12 May 2010

Citations (3)

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Read on this site (2)

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.
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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.
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Articles from other publishers (1)

Kailash C. Patidar & Abdelmgid O. M. Sidahmed. 2015. Mathematical Analysis and its Applications. Mathematical Analysis and its Applications 439 450 .

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