Communications in Mathematical Finance
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Volume 5, Issue 1
- Ka -Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM for Black-Scholes Option Pricing Sima Mashayekhi and Jens Hugger
- The Black-Scholes Equation with Variable Volatility Through the Adomian Decomposition Method O. Gonzalez-Gaxiola
- Valuation of Discrete Vanilla Options Using a Recursive Algorithm in a Trinomial Tree Setting Dennis G. Llemit
- Option Pricing: Five Notes Hamed Habibi, Reza Habibi and Hamid Habibi
