%0 Journal Article %T The pricing of options and corporate liabilities %A F. Black %A M. Scholes %J Journal of Political Economy %D 1973 %V %F Black1973 %0 Book %T Options, futures, and other derivatives %A J. C. Hull %D 2006 %I Pearson Prentice Hall %C Upper Saddle River, NJ, 6.ed %F Hull2006 %0 Book %T Introduces quantitative finance %A P. Wilmott %D 2007 %I John Wiley & Sons %C %F Wilmott2007 %0 Book %T Computational methods for option pricing %A Y. Achdu %A O. Pironneau %D 2005 %I SIAM %C %F Achdu2005 %0 Book %T Finite Difference Methods in Financial Engineering %A D. J. Duffy %D 2006 %I John Wiley & Sons %C %F Duffy2006 %0 Journal Article %T Option pricing: a simplified approach %A J. C. Cox %J Journal of Financial Economics %D 1979 %V 7 %F Cox1979 %0 Journal Article %T Solution of the Black-Scholes equation for pricing of barrier option %A M. Dehghan %A S. Pourghanbar %J Z. Naturforsch. %D 2011 %V 66 %F Dehghan2011 %0 Journal Article %T On the numerical solution of nonlinear Black–Scholes equations %A J. Ankudinova %A M. Ehrhardt %J Computers and Mathematics with Applications %D 2008 %V 56 %F Ankudinova2008 %0 Journal Article %T Numerical solution of linear and nonlinear Black-Scholes option pricing equations %A R. Company %A E. Navarro %A J. R. Pintos %A E. Ponsoda %J Computers and Mathematics with Applications %D 2008 %V 56 %F Company2008 %0 Journal Article %T Generalized Trapezoidal Formulas for the Black-Scholes Equation of Option Pricing %A M. Chawla %A M. Al-zanaidi %A D. Evans %J International Journal of Computer Mathematics %D 2003 %V 80 %F Chawla2003 %0 Journal Article %T Solutions of differential equations in a Bernstein polynomial basis %A M. Idrees Bhatti %A P. Bracken %J J. Comput. Appl. Math. %D 2007 %V 205 %F Bhatti2007 %0 Journal Article %T Operational matrices of Bernstein polynomials and their applications %A S. A. Yousefi %A M. Behroozifar %J International Journal of Systems Science %D 2010 %V 41 %F Yousefi2010 %0 Journal Article %T B-polynomial multiwavelets approach for the solution of Abel's integral equation %A S. A. Yousefi %J International Journal of Computer Mathematics %D 2010 %V 87 %F Yousefi2010