Generalized trapezoidal formulas for the black-scholes equation of option pricing.

M. M. Chawla Mansour Al-Zanaidi David J. Evans

Published in: Int. J. Comput. Math. (2003)

Keyphrases

black scholes
option pricing
fuzzy numbers
numerical methods
stock price
fuzzy sets
financial markets
capital budgeting
decision analysis
stock exchange
multi criteria
real option
differential equations
sensitivity analysis
artificial intelligence
partial differential equations
decision makers
rough sets