65
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Generalized trapezoidal formulas for valuing American options

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

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

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.
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

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 .

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:

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:

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.