Items where Author is "Rout, S."

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Black-Scholes equation finite-difference schemes nonlinear volatility 1. INTRODUCTION option pricing

Number of items: 4.

Black-Scholes equation

Lai, C.-H. ORCID: 0000-0002-7558-6398 , Parrott, A.K., Rout, S. and Honnor, M.E. (2005) A distributed algorithm for European options with nonlinear volatility. Computers & Mathematics with Applications, 49 (5-6). pp. 885-894. ISSN 0898-1221 (doi:https://doi.org/10.1016/j.camwa.2004.03.014)

finite-difference schemes

Lai, C.-H. ORCID: 0000-0002-7558-6398 , Parrott, A.K., Rout, S. and Honnor, M.E. (2005) A distributed algorithm for European options with nonlinear volatility. Computers & Mathematics with Applications, 49 (5-6). pp. 885-894. ISSN 0898-1221 (doi:https://doi.org/10.1016/j.camwa.2004.03.014)

nonlinear volatility 1. INTRODUCTION

Lai, C.-H. ORCID: 0000-0002-7558-6398 , Parrott, A.K., Rout, S. and Honnor, M.E. (2005) A distributed algorithm for European options with nonlinear volatility. Computers & Mathematics with Applications, 49 (5-6). pp. 885-894. ISSN 0898-1221 (doi:https://doi.org/10.1016/j.camwa.2004.03.014)

option pricing

Lai, C.-H. ORCID: 0000-0002-7558-6398 , Parrott, A.K., Rout, S. and Honnor, M.E. (2005) A distributed algorithm for European options with nonlinear volatility. Computers & Mathematics with Applications, 49 (5-6). pp. 885-894. ISSN 0898-1221 (doi:https://doi.org/10.1016/j.camwa.2004.03.014)

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